Short-Term Stock Price Movement Prediction Model

To improve the capability of stock price movement prediction,the sentiment information in social media was utilized.Different from the coarse-grained utilization of all the sentiment information in text,the fine-grained sentiment information correlated with the specific topic of a company was taken into consideration in this study.The topic and its corresponding sentiment information were co-extracted and simultaneously used to predict the stock price movement.Moreover,to verify the efficiency of the fine-grained sentiment information,a stock dataset,consisting of more trading dates and stocks,was utilized.It is superior to previous research with only few trading dates or few stocks.