Evidence map›Paper›PMID 36832586›Full record

ArticleEntropy (Basel, Switzerland)2023

Investigating Deep Stock Market Forecasting with Sentiment Analysis.

Charalampos M Liapis, Aikaterini Karanikola, Sotiris Kotsiantis

Abstract read
In one paragraph

Article in Entropy (Basel, Switzerland), 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.

0numbers the graph read from it
0cells of the map it votes in
3citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

3 citing papers in PubMed.

  1. Article
  2. Article
  3. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

Charalampos M LiapisDepartment of Mathematics, University of Patras, 26504 Patras, Greece.ORCID 0000-0002-4717-031X
Aikaterini KaranikolaDepartment of Mathematics, University of Patras, 26504 Patras, Greece.
Sotiris KotsiantisDepartment of Mathematics, University of Patras, 26504 Patras, Greece.ORCID 0000-0002-2247-3082

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

When forecasting financial time series, incorporating relevant sentiment analysis data into the feature space is a common assumption to increase the capacities of the model. In addition, deep learning architectures and state-of-the-art schemes are increasingly used due to their efficiency. This work compares state-of-the-art methods in financial time series forecasting incorporating sentiment analysis. Through an extensive experimental process, 67 different feature setups consisting of stock closing prices and sentiment scores were tested on a variety of different datasets and metrics. In total, 30 state-of-the-art algorithmic schemes were used over two case studies: one comparing methods and one comparing input feature setups. The aggregated results indicate, on the one hand, the prevalence of a proposed method and, on the other, a conditional improvement in model efficiency after the incorporation of sentiment setups in certain forecast time frames.

Indexed as

deep learningfinancial BERTfinancial time seriesmulti-stepmultivariateregressionsentiment analysistime series forecastingTwitter

Identifiers

PMID36832586
PMCPMC9955765

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.