Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ LUTPubarrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
LUTPub
2020
Data sources: LUTPub
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Using recurrent neural network models and financial news for predicting stock market movements

Authors: Suikkanen, Saku;

Using recurrent neural network models and financial news for predicting stock market movements

Abstract

In this work, the utilization of financial news alongside machine learning for predicting stock market movements is examined. The news are handled with various natural language processing methods for finding correlation between the derived attributes and stock market movements. The novelty of this work lies in the application of BNS and LDA methods as well as 2-word combinations alongside with LSTM neural network. The main point of the work is to examine the usefulness of the results achieved with the formerly mentioned methods and neural networks as well as comparing the results with market efficiency. In the research it was concluded that the models containing 2-word combinations derived with the BNS-method, produced differing results to those models, where the 2-word combinations were not used. However, the overall results followed random patterns and thus reliable results were not achieved. For achieving more reliable results, better approach could be predicting intraday stock market movements per Efficient Market hypothesis. Used datasets were possibly also too concise for the complexity of the problem. Tässä työssä tarkastellaan talousuutisten hyödyntämistä yhdessä koneoppimisen kanssa osakemarkkinoiden ennustamiseen. Uutisia käsitellään tietyillä luonnollisen kielen käsittelyn menetelmillä ja niistä pyritään löytämään korrelaatiota osakkeen liikkeiden kanssa. Työn uutuusarvona ovat BNS- ja LDA-menetelmien, sekä 2 sanan kombinaatioiden käyttö LSTM-neuroverkon yhteydessä. Työn pääasiallisena tavoitteena on tarkastella edellä mainittujen menetelmien ja neuroverkkojen yhdessä tuottamien tulosten hyödyllisyyttä ja niiden vertautumista markkinoiden tehokkuuteen. Tutkimuksessa selvisi, että mallit, jotka sisältävät BNS-menetelmällä johdettuja 2 sanan kombinaatioita, tuottavat poikkeavia tuloksia niihin malleihin verrattuna, joissa niitä ei käytetä. Tulokset kuitenkin noudattivat kaiken kaikkiaan satunnaista vaihtelua ja luotettavia tuloksia ei täten saatu. Tulosten parantamiseksi, parempi lähtökohta voisi olla päivän sisäisten vaihtelujen ennustaminen, markkinoiden tehokkuuden hypoteesin mukaisesti. Käytetyt tietoaineistot olivat myös mahdollisesti liian suppeat kompleksisuudeltaan vaativalle ongelmalle.

Country
Finland
Related Organizations
Keywords

fi=School of Engineering Science, Tietotekniikka|en=School of Engineering Science, Computer Science|, neural network, osakemarkkinat, stock markets, natural language processing, neuroverkko, luonnollisen kielen käsittely, fi=Datatiede|en=Data science|

  • BIP!
    Impact byBIP!
    citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
  • citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
    Powered byBIP!BIP!
Powered by OpenAIRE graph
Found an issue? Give us feedback
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
Average
Average
Average
Related to Research communities
Digital Humanities and Cultural Heritage
moresidebar

Do the share buttons not appear? Please make sure, any blocking addon is disabled, and then reload the page.