Improving Stock Market Prediction by Integrating Both Market News and Stock Prices

机译：通过集成市场新闻和股票价格来改善股票市场预测

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Stock market is an important and active part of nowadays financial markets. Addressing the question as to how to model financial information from two sources, we focus on improving the accuracy of a computer aided prediction by combining information hidden in market news and stock prices in this study. Using the multi-kernel learning technique, a system is presented that makes predictions for the Hong Kong stock market by incorporating those two information sources. Experiments were conducted and the results have shown that in both cross validation and independent testing, our system has achieved better directional accuracy than those by the baseline system that is based on single one information source, as well as by the system that integrates information sources in a simple way.

机译：股票市场是当今金融市场的重要而活跃的部分。在解决有关如何从两个来源对财务信息进行建模的问题时，我们专注于通过结合隐藏在市场新闻和股票价格中的信息来提高计算机辅助预测的准确性。提出了一种使用多核学习技术的系统，通过结合这两个信息源对香港股市进行预测。进行了实验，结果表明，在交叉验证和独立测试中，我们的系统都比基于单一信息源的基线系统以及集成了单个信息源的系统获得了更好的方向精度。一种简单的方法。

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《International conference on database and expert systems applications;DEXA 2011》|2011年|p.279-293|共15页
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作者
Xiaodong Li; Chao Wang; Jiawei Dong; Feng Wang; Xiaotie Deng; Shanfeng Zhu;
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中图分类 TP311.13;
关键词
stock market prediction; information integration; multi-kernel learning;

机译：股市预测;信息整合;多核学习;

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专利

1. Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong [J] . Xiaodong Li, Pangjing Wu, Wenpeng Wang Information Processing & Management . 2020,第5期

机译：纳入股票价格和新闻情观，股票市场预测：香港的案例
2. The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets [J] . Mehmet Fatih OEztek, Nadir OEcal Empirical Economics . 2016,第2期

机译：国内外新闻和波动对中国股票市场与国际股票市场融合的影响
3. Identifying the Effects of Volatility of the Stock Market Price Index Return in Capital Markets of Selected Countries on the Volatility of the Stock Market Price Index Returns in Tehran Stock Exchange [J] . Advances in Environmental Biology . 2014,第19期

机译：确定某些国家的资本市场中的股票价格价格指数收益率波动对德黑兰证券交易所股票市场的价格指数收益率波动的影响
4. Improving Stock Market Prediction by Integrating Both Market News and Stock Prices [C] . Xiaodong Li, Chao Wang, Jiawei Dong, International conference on database and expert systems applications . 2011

机译：通过整合市场新闻和股票价格，提高股市预测
5. Issues of market efficiency in the Chinese stock markets: I. Day-of-the-week effect, month-of-the-year effect and turn-of-the-month effect in China's stock markets. II. Are the two stock markets (Shanghai and Shenzhen) in China integrated or segmented? III. The effects of re-imposing a 10% price limit on the Chinese stock markets. [D] . Feng, Licheng. 1999

机译：中国股票市场的市场效率问题：I.中国股票市场的周日效应，月度效应和月度效应。二。中国的两个股票市场（上海和深圳）是整合还是细分？三，重新对中国股市施加10％的价格限制的影响。
6. Do Macroeconomic Variables Influence Domestic Stock Market Price Behaviour in Emerging Markets? A Johansen Cointegration Approach to the Botswana Stock Market [O] . Onneetse L. Sikalao-Lekobane 2014

机译：宏观经济变量是否会影响新兴市场的国内股票市场价格行为？博茨瓦纳股市的Johansen Cointegration方法

Improving Stock Market Prediction by Integrating Both Market News and Stock Prices

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