Stock Price Forecasting using Sentiment Analysis of Stock Tweets
The study is devoted to Tesla stock price forecasting using sentiment analysis, econometrics, statistical methods, and machine learning models. After implementing the process of preparing price and sentiment indicators, adequate models for forecasting stock prices were built. For the considered data set, the Multivariate Regression model performed best. Using sentiment indicators reduced the errors of the LSTM and k-NN models.
Authors
- Tetyana Kravets (ORCID: https://orcid.org/0000-0003-4823-5143)
- Olena Liashenko (ORCID: https://orcid.org/0000-0002-0197-4179)
- Vladyslav Plushchov
Institutions
- Taras Shevchenko National University of Kyiv (UA)
Publication Details
- Published
- 2024-09-19
- DOI
- https://doi.org/10.1109/acit62333.2024.10712521
- Citations
- 3
- Primary Topic
- Technology and Data Analysis
- Type
- article
- Field-Weighted Citation Impact
- 2.34