@inproceedings{f736164cdbf54cbbaad7a36b2603a7d7,
title = "Stock Market Movement Prediction using Disparate Text Features with Machine Learning",
abstract = "Forecasting stock market movement is a widely researched topic both in academia and industry. Accurate forecast of stock direction can help investors to acquire opportunities for gaining profit in the stock exchange. Predicting stock market due to its dynamic, non-linear and complex nature is inherently difficult. One of the weaknesses of existing stock movement prediction research is that using only sentiment-based features extracted from social media do not completely harness underlying stock behaviour.Finding out which factors are the most significant presents a monumental challenge. Thus, in this research, we will integrate several factors that can affect the stock prices by integrating sentiment analysis with important textual features with relevant lags with the aim to construct more reliable and realistic sentiment representation. To evaluate the performance of our approach, we present a case study based on the AMZN NASDAQ stocks. The experiment results show that random forest model with important features was able to predict the AMZN stock movement direction and to outperform other prediction methods.",
keywords = "data mining, prediction, sentiment analysis, stock market direction, text feature",
author = "Salah Bouktif and Ali Fiaz and Mamoun Awad",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 3rd International Conference on Intelligent Computing in Data Sciences, ICDS 2019 ; Conference date: 28-10-2019 Through 30-10-2019",
year = "2019",
month = oct,
doi = "10.1109/ICDS47004.2019.8942303",
language = "English",
series = "2019 3rd International Conference on Intelligent Computing in Data Sciences, ICDS 2019",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
editor = "Plamen Angelov and Jaouad Boumhidi and Hani Hagras and Nfaoui, {El Habib} and Youness Oubenaalla and Chakir Loqman and Mohammed Mestari and Hajar Mousannif",
booktitle = "2019 3rd International Conference on Intelligent Computing in Data Sciences, ICDS 2019",
}