Predicting stock movements based on financial news with segmentation

作者：

Highlights：

• Reflect homogeneous effects of firms affecting stock price by applying data mining.

• Contribution consists of suggesting an approach to solve the use of the GICS sector.

• Can be used to improve performance by applying stock price prediction algorithms.

摘要

•Reflect homogeneous effects of firms affecting stock price by applying data mining.•Contribution consists of suggesting an approach to solve the use of the GICS sector.•Can be used to improve performance by applying stock price prediction algorithms.

论文关键词：Stock prediction,Data mining,Machine learning,Heterogeneity,Cluster analysis

论文评审过程：Received 15 November 2018, Revised 7 September 2020, Accepted 7 September 2020, Available online 16 September 2020, Version of Record 28 October 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113988