Research on stock market sentiment analysis and prediction method based on convolutional neural network
This study proposes a deep learning-driven stock market sentiment analysis and prediction framework based on the fusion model of convolutional neural network (CNN) and long short-term memory network (LSTM). Natural language processing (NLP) technology is used to extract the sentiment features of financial news and social media texts, and a high-dimensional feature space is constructed by combining the market transaction data. CNN is responsible for local feature extraction, and LSTM is used for time-series modeling to realize the accurate prediction of market sentiment. Experimental results show that the model outperforms a single deep learning model in terms of mean square error (MSE), coefficient of determination (R2) and F1-score, which proves the effectiveness of the fusion method. The research results provide scientific support for financial market prediction and investment decision-making.
Authors
- Jun Wang
- Wei Yang
- Yuzhen Lin
- Haozhong Xue
Institutions
- Wuhan University (CN)
- New York University (US)
- Carnegie Mellon University (US)
Publication Details
- Published
- 2025-04-22
- DOI
- https://doi.org/10.1145/3747227.3747241
- Citations
- 8
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 16.85