Explainable Machine Learning Exploiting News and Domain-Specific Lexicon for Stock Market Forecasting
In this manuscript, we propose a Machine Learning approach to tackle a binary classification problem whose goal is to predict the magnitude (high or low) of future stock price variations for individual companies of the S&P 500 index. Sets of lexicons are generated from globally published art...
Main Authors: | Salvatore M. Carta, Sergio Consoli, Luca Piras, Alessandro Sebastian Podda, Diego Reforgiato Recupero |
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Format: | Article |
Language: | English |
Published: |
IEEE
2021-01-01
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Series: | IEEE Access |
Subjects: | |
Online Access: | https://ieeexplore.ieee.org/document/9355141/ |
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