Improving the Stock Market Prediction with Social Media via Broad Learning

Xi Zhang and Philip S. Yu

Chapter 78 in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives:In 4 Volumes, 2024, pp 2431-2500 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter discusses how to exploit various information on the web to improve stock market prediction. We first discuss the impacts of investors’ social network on the stock market and then propose several information fusion methods, that is the tensor-based model and the multiple-instance learning model, to integrate web information and quantitative information to improve the prediction capability.

Keywords: Financial Accounting; Financial Auditing; Mutual Funds; Hedge Funds; Asset Pricing; Options; Portfolio Analysis; Risk Management; Investment Analysis; Momentum Analysis; Behavior Analysis; Futures; Index Futures; CDCs; Financial Econometrics; Statistics; Financial Derivatives; Financial Accounting (search for similar items in EconPapers)
JEL-codes: G1 G11 G12 G3 M41 M42 (search for similar items in EconPapers)
Date: 2024
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