首页|Researchers at Shanghai University of Finance and Economics Target Machine Learning (SPCM: A Machine Learning Approach for Sentiment-Based Stock Recommendation System)

Researchers at Shanghai University of Finance and Economics Target Machine Learning (SPCM: A Machine Learning Approach for Sentiment-Based Stock Recommendation System)

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Current study results on artificial intelligence have been published. According to news reporting originating from Shanghai, People's Republic of China, by NewsRx correspondents, research stated, “Recommendation systems play a pivotal role in delivering user preference information.” The news journalists obtained a quote from the research from Shanghai University of Finance and Economics: “However, they often face the challenge of information cocoons due to repeated content delivery, particularly prevalent in stock recommendations that are susceptible to investor sentiment. In response to the information cocoons, we propose the Sentiment and Price Combined Model (SPCM), which leverages sentiment features and price factors to predict stock price movements. This novel framework combines collective sentiment analysis with state-of-the-art BERT transformer models and advanced machine learning techniques. Over a three-year period, we collected 40 million stock comments from the Guba platform, extracting investor sentiment conveyed in text information and investigating the impact of metrics such as homophily on stock recommendations. Experimental results indicate that both the volume of posts and the agreement index affect the effectiveness of investor sentiment, while homophily reduces the accuracy of participants' stock price judgments. The recognition accuracy of the BERT-based sentiment analysis model reaches an impressive 84.12%, and the portfolio constructed by SPCM yields a cumulative return four times that of the industry benchmark.”

Shanghai University of Finance and EconomicsShanghaiPeople's Republic of ChinaAsiaCyborgsEmerging TechnologiesMachine Learning

2024

Robotics & Machine Learning Daily News

Robotics & Machine Learning Daily News

ISSN:
年,卷(期):2024.(Feb.8)
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