Multi-feature fusion stock prediction based on knowledge graph
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 455-482 |
| Journal / Publication | Electronic Library |
| Volume | 42 |
| Issue number | 3 |
| Online published | 17 Jun 2024 |
| Publication status | Published - 27 Jun 2024 |
Link(s)
Abstract
Purpose - Stock prices are subject to the influence of news and social media, and a discernible co-movement pattern exists among multiple stocks. Using a knowledge graph to represent news semantics and establish connections between stocks is deemed essential and viable.
Design/methodology/approach - This study presents a knowledge-driven framework for predicting stock prices. The framework integrates relevant stocks with the semantic and emotional characteristics of textual data. The authors construct a stock knowledge graph (SKG) to extract pertinent stock information and use a knowledge graph representation model to capture both the relevant stock features and the semantic features of news articles. Additionally, the authors consider the emotional characteristics of news and investor comments, drawing insights from behavioral finance theory. The authors examined the effectiveness of these features using the combined deep learning model CNN+LSTM+Attention.
Findings - Experimental results demonstrate that the knowledge-driven combined feature model exhibits significantly improved predictive accuracy compared to single-feature models.
Originality/value - The study highlights the value of the SKG in uncovering potential correlations among stocks. Moreover, the knowledge-driven multi-feature fusion stock forecasting model enhances the prediction of stock trends for well-known enterprises, providing valuable guidance for investor decision-making.
© Emerald Publishing Limited
Design/methodology/approach - This study presents a knowledge-driven framework for predicting stock prices. The framework integrates relevant stocks with the semantic and emotional characteristics of textual data. The authors construct a stock knowledge graph (SKG) to extract pertinent stock information and use a knowledge graph representation model to capture both the relevant stock features and the semantic features of news articles. Additionally, the authors consider the emotional characteristics of news and investor comments, drawing insights from behavioral finance theory. The authors examined the effectiveness of these features using the combined deep learning model CNN+LSTM+Attention.
Findings - Experimental results demonstrate that the knowledge-driven combined feature model exhibits significantly improved predictive accuracy compared to single-feature models.
Originality/value - The study highlights the value of the SKG in uncovering potential correlations among stocks. Moreover, the knowledge-driven multi-feature fusion stock forecasting model enhances the prediction of stock trends for well-known enterprises, providing valuable guidance for investor decision-making.
© Emerald Publishing Limited
Research Area(s)
- Knowledge graph, Knowledge graph embedding, Muti-feature fusion, Relevant stocks, Sentiment analysis, Stock prediction
Bibliographic Note
Publisher Copyright:
© 2024, Emerald Publishing Limited.
Citation Format(s)
Multi-feature fusion stock prediction based on knowledge graph. / Liu, Zhenghao; Qian, Yuxing; Lv, Wenlong et al.
In: Electronic Library, Vol. 42, No. 3, 27.06.2024, p. 455-482.
In: Electronic Library, Vol. 42, No. 3, 27.06.2024, p. 455-482.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
