图 书 馆
金融新闻重贴标签的深层语言分类及其在股价预测中的应用Deep Language Classification for Relabeling of Financial News and its application in Stock Price Forecasting |
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| 课程网址: | http://videolectures.net/sikdd2019_torkar_stock_price_forecasting... |
| 主讲教师: | Miha Torkar |
| 开课单位: | Jožef Stefan研究所人工智能实验室 |
| 开课时间: | 2019-11-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This paper aims at assessing the performance of the transfer learning task consisting of training set of classiffiers on high frequency financial news data for 74 publicly traded companies, with domain speciffic labels. This source of data is provided by the Jozef Stefan Institute and is used exclusively for the purposes of this research. The trained classiffiers are then used to attribute labels to an unlabelled source of high frequency aggregated news, Event-Registry. The aim is for the relabelled data to be used in the generation of exogenous features for use in time series forecasting of the companies' prices. It is found that using a fine-tuned BERT [1] model yields the most semantically coherent labels, and the features generated from the newly labelled data prove to yield the highest accuracy forecasts on held out price data. |
| 关 键 词: | 金融新闻重贴标签; 深层语言分类; 在股价预测中的应用 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2022-09-14：cyh |
| 最后编审: | 2022-09-19：cyh |
| 阅读次数: | 30 |