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Deep Prediction Model PDF

7 Pages·2020·English
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by ['Mateo Botero Botero']| 2020| 7 pages| English

About Deep Prediction Model

1) The document proposes a deep learning method for event-driven stock market prediction using news text. 2) Events are extracted from news text and represented as dense vectors trained with a novel neural tensor network. A deep convolutional neural network then models the short-term and long-term influences of events on stock price movements. 3) Experimental results show the model can achieve nearly 6% improvements on S&P 500 index prediction and individual stock prediction compared to baseline methods, and market simulations show the system is more capable of making profits.

Detailed Information

Author:['Mateo Botero Botero']
Publication Year:2020
Pages:7
Language:English
Format:PDF
Price:FREE
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