Options
EXPLORATORY ANALYSIS OF STOCK MARKET PREDICTION USING AUTOREGRESSIVE AND MACHINE LEARNING ALGORITHMS
Date Issued
2025-05
Author(s)
Luo, Wen Hao
Abstract
"This study addresses the challenges of multidimensional nonlinearity and
multifactorial influences in stock market prediction by proposing a dual-channel deep
learning framework based on BERT+BiGRU+Attention (BBA), which integrates
investor sentiment analysis with temporal trading data dynamics. Leveraging crawled
data from platforms such as East Money Stock Bar, we analyze 30,000 investor
comments on Tsingtao Brewery (600600) and corresponding trading records (2010-
2021). Key innovations include: A domain-specific financial sentiment lexicon
enhanced by BERT for contextual text vectorization, coupled with BiGRU-based
temporal feature extraction and attention-driven keyword focus.Test the rise and fall
pages of stocks using stock reviews"
multifactorial influences in stock market prediction by proposing a dual-channel deep
learning framework based on BERT+BiGRU+Attention (BBA), which integrates
investor sentiment analysis with temporal trading data dynamics. Leveraging crawled
data from platforms such as East Money Stock Bar, we analyze 30,000 investor
comments on Tsingtao Brewery (600600) and corresponding trading records (2010-
2021). Key innovations include: A domain-specific financial sentiment lexicon
enhanced by BERT for contextual text vectorization, coupled with BiGRU-based
temporal feature extraction and attention-driven keyword focus.Test the rise and fall
pages of stocks using stock reviews"
File(s)
No Thumbnail Available
Name
Luo Wen Hao - Dissertation Final.pdf
Size
2.36 MB
Format
Adobe PDF
Checksum
(MD5):4a112d78ee99e826d8a60bb3517a9edd