Technical analysis and sentiment embeddings for market trend prediction

作者:

Highlights:

• We tackle the stock market prediction using both technical and fundamental analysis.

• We combine technical and fundamental analysis through data science.

• Result on the twenty most capitalized NASDAQ100 companies supports our proposal.

摘要

•We tackle the stock market prediction using both technical and fundamental analysis.•We combine technical and fundamental analysis through data science.•Result on the twenty most capitalized NASDAQ100 companies supports our proposal.

论文关键词:Technical analysis,Sentiment embeddings,Market trend prediction,Supervised learning,Time series analysis,Sentiment analysis

论文评审过程:Received 9 November 2018, Revised 6 June 2019, Accepted 6 June 2019, Available online 7 June 2019, Version of Record 12 June 2019.

论文官网地址:https://doi.org/10.1016/j.eswa.2019.06.014