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...

Full description

Bibliographic Details
Main Authors: Salvatore M. Carta, Sergio Consoli, Luca Piras, Alessandro Sebastian Podda, Diego Reforgiato Recupero
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9355141/

Similar Items