Financial markets received more attention due to technological advancements, such as Artificial Intelligence (AI). In addition to the price index, traders and investors constantly monitor stock news on social media. Therefore, predicting the market by analyzing public opinions is an important issue. In this research, we propose three models based on Generative Adversarial Network (GAN), namely Price-GAN, Price-Sentiment-GAN, and Price-Sentiment-WGAN. The first model uses only optimized price features, and the two other models use sentiment features collected from social media as well as optimized price features. All the proposed GAN models include Long Short-Term Memory (LSTM) as generators and Convolution Neural Networks (CNN) as discriminators. To evaluate the proposed models, two different social media datasets in English and Persian are used. Our proposed models predict the close stock price for 15 English and 5 Persian stocks. All of the proposed GAN models outperform the state-of-the-art models by enhancing the performance of the English dataset by 2.44% and the Persian dataset by 12.11%.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.