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This article discusses the use of machine learning classifiers to predict stock market trends based on social media and financial news data. The study highlights the challenges of stock market volatility and demonstrates that external factors significantly influence prediction accuracy, achieving up to 83.22% accuracy with an ensemble of classifiers. It identifies specific stock markets that are more difficult to predict and those that are more affected by social media and news.

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Ivan Medić
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8 views2 pages

Full Text Read Only

This article discusses the use of machine learning classifiers to predict stock market trends based on social media and financial news data. The study highlights the challenges of stock market volatility and demonstrates that external factors significantly influence prediction accuracy, achieving up to 83.22% accuracy with an ensemble of classifiers. It identifies specific stock markets that are more difficult to predict and those that are more affected by social media and news.

Uploaded by

Ivan Medić
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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net/publication/339938321

Stock market prediction using machine learning classifiers and social media,
news

Article in Journal of Ambient Intelligence and Humanized Computing · July 2022


DOI: 10.1007/s12652-020-01839-w

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Wasiat Khan Mustansar ali Ghazanfar


University of Science and Technology Bannu University of East London
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Stock market prediction using machine
learning classifiers and social media, news
March 2020 Journal of Ambient Intelligence and Humanized Computing

DOI: 10.1007/s12652-020-01839-w

Wasiat Khan1 . Mustansar Ali Ghazanfar2. Muhammad Awais Azam3. Amin Karami2. Khaled H.
Alyoubi4 . Ahmed S. Alfakeeh4

Accurate stock market prediction is of great interest to investors; however, stock markets are driven
by volatile factors such as microblogs and news that make it hard to predict stock market index based
on merely the historical data. The enormous stock market volatility emphasizes the need to effectively
assess the role of external factors in stock prediction. Stock markets can be predicted using machine
learning algorithms on information contained in social media and financial news, as this data can
change investors’ behavior. In this paper, we use algorithms on social media and financial news data
to discover the impact of this data on stock market prediction accuracy for ten subsequent days. For
improving performance and quality of predictions, feature selection and spam tweets reduction are
performed on the data sets. Moreover, we perform experiments to find such stock markets that are
difficult to predict and those that are more influenced by social media and financial news. We compare
results of different algorithms to find a consistent classifier. Finally, for achieving maximum prediction
accuracy, deep learning is used and some classifiers are ensembled. Our experimental results show
that highest prediction accuracies of 80.53% and 75.16% are achieved using social media and
financial news, respectively. We also show that New York and Red Hat stock markets are hard to
predict, New York and IBM stocks are more influenced by social media, while London and Microsoft
stocks by financial news. Random forest classifier is found to be consistent and highest accuracy of
83.22% is achieved by its ensemble.
The full-text view-only version of the paper is available on: https://rdcu.be/b3WsA

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