Web: http://arxiv.org/abs/2206.11072

June 23, 2022, 1:10 a.m. | Jimei Shen, Zhehu Yuan, Yifan Jin

cs.LG updates on arXiv.org arxiv.org

How to quickly and automatically mine effective information and serve
investment decisions has attracted more and more attention from academia and
industry. And new challenges have been raised with the global pandemic. This
paper proposes a two-phase AlphaMLDigger that effectively finds excessive
returns in the highly fluctuated market. In phase 1, a deep sequential NLP
model is proposed to transfer blogs on Sina Microblog to market sentiment. In
phase 2, the predicted market sentiment is combined with social network
indicator …

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