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A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity

机译：基于财经新闻语义和结构相似度的股价趋势预测的图形核新方法

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摘要

Lots of researches try to predict the stock price movement using financial news based on machine learning represented by SVM (Support Vector Machine). But almost all of them focus on the news contents while very few consider the information hiding in the relationship between different news. In this paper, we proposed a new kernel based on SVM concerning not only the contents themselves but also the information structures among them. As both the news contents and the information structures are imported into our kernel, this kernel is named as semantic and structural kernel, referred to S&S kernel. Medical industry financial news is used to illustrate the efficiency of our kernel. By comparing the predicting accuracy of S&S kernel with other kernels, such as linear kernel, we find our method outperforms the others by at least 5% on accuracy, which is a quite meaningful promotion. The result also confirms the information structure contained in daily financial news can offer extra information helping to predict the trend of stock price. (C) 2018 Elsevier Ltd. All rights reserved.
机译：许多研究试图基于以SVM（支持向量机）为代表的机器学习，利用财经新闻来预测股票价格的走势。但是几乎所有人都将重点放在新闻内容上，而很少有人认为信息隐藏在不同新闻之间的关系中。在本文中，我们提出了一种基于SVM的新内核，不仅涉及内容本身，还涉及其中的信息结构。由于新闻内容和信息结构都被导入到我们的内核中，因此该内核被称为语义和结构内核，称为S＆S内核。医疗行业的财经新闻用于说明我们内核的效率。通过将S＆S内核与其他内核（例如线性内核）的预测准确性进行比较，我们发现我们的方法在准确性方面优于其他内核至少5％，这是非常有意义的推广。该结果还证实了每日财经新闻中包含的信息结构可以提供额外的信息，从而有助于预测股价趋势。 （C）2018 Elsevier Ltd.保留所有权利。

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  • 来源
    《Expert Systems with Application》 |2019年第3期|411-424|共14页
  • 作者

    Long Wen; Song Linqiu; Tian Yingjie;

  • 作者单位

    Univ Chinese Acad Sci, Sch Econ & Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China;

    Univ Chinese Acad Sci, Sch Econ & Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China;

    Univ Chinese Acad Sci, Sch Econ & Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, 80 Zhongguancun East St, Beijing 100190, Peoples R China|Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, 80 Zhongguancun East St, Beijing 100190, Peoples R China;

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  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Stock price movement prediction; Financial news; Information structure; SS kernel;

    机译：股票价格走势预测;财经新闻;信息结构;S＆S内核;

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