Improving the Stock Market Prediction with Social Media via Broad Learning

Xi Zhang and Philip S. Yu

Chapter 18 in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning:(In 4 Volumes), 2020, pp 677-736 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter discusses how to exploit various Web information to improve the 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 the Web information and the quantitative information to improve the prediction capability.

Keywords: Financial Econometrics; Financial Mathematics; Financial Statistics; Financial Technology; Machine Learning; Covariance Regression; Cluster Effect; Option Bound; Dynamic Capital Budgeting; Big Data (search for similar items in EconPapers)
JEL-codes: C01 C1 G32 (search for similar items in EconPapers)
Date: 2020
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