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.

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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
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article

Research on stock market sentiment analysis and prediction method based on convolutional neural network

Jun Wang, Wei Yang, Yuzhen Lin, Haozhong Xue
8 citations
Stock Market Forecasting Methods
16.85
article

Research on stock market sentiment analysis and prediction method based on convolutional neural network

Jun Wang, Wei Yang, Yuzhen Lin, Haozhong Xue
article en
8 citations

Abstract

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.

Wuhan University (CN), New York University (US), Carnegie Mellon University (US)
Openalex Percentile: Top 1%
Stock Market Forecasting Methods
16.85
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