Repository logo
  • English
  • Català
  • Čeština
  • Deutsch
  • Español
  • Français
  • Gàidhlig
  • Italiano
  • Latviešu
  • Magyar
  • Nederlands
  • Polski
  • Português
  • Português do Brasil
  • Srpski (lat)
  • Suomi
  • Svenska
  • Türkçe
  • Tiếng Việt
  • Қазақ
  • বাংলা
  • हिंदी
  • Ελληνικά
  • Српски
  • Yкраї́нська
  • Log In
    New user? Click here to register.Have you forgotten your password?
Repository logo
  • Communities & Collections
  • Research Outputs
  • Fundings & Projects
  • People
  • Statistics
  • English
  • Català
  • Čeština
  • Deutsch
  • Español
  • Français
  • Gàidhlig
  • Italiano
  • Latviešu
  • Magyar
  • Nederlands
  • Polski
  • Português
  • Português do Brasil
  • Srpski (lat)
  • Suomi
  • Svenska
  • Türkçe
  • Tiếng Việt
  • Қазақ
  • বাংলা
  • हिंदी
  • Ελληνικά
  • Српски
  • Yкраї́нська
  • Log In
    New user? Click here to register.Have you forgotten your password?
  1. Home
  2. Student Scholarly and Creative Works
  3. Faculty of Business and Law (FBL)
  4. Electronic Theses and Dissertations Collection (ETD) @FBL
  5. Master of Business Administration
  6. EXPLORATORY ANALYSIS OF STOCK MARKET PREDICTION USING AUTOREGRESSIVE AND MACHINE LEARNING ALGORITHMS
 
  • Details
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"
Subjects

BERT model

BiGRU network

Attention mechanism

Stock price predictio...

File(s)
No Thumbnail Available
Name

Luo Wen Hao - Dissertation Final.pdf

Size

2.36 MB

Format

Adobe PDF

Checksum

(MD5):4a112d78ee99e826d8a60bb3517a9edd


  • YouTube
  • Instagram
  • Facebook


USJ Library

Estrada Marginal da Ilha Verde
14-17, Macau, China

E-mail:library@usj.edu.mo
Tel:+853 8592 5633

Quick Link

Direction & Parking
USJ website
Contact Us

Built with DSpace-CRIS software - Extension maintained and optimized by 4Science

  • Cookie settings
  • Privacy policy
  • End User Agreement
  • Send Feedback