all AI news
Deep learning based Chinese text sentiment mining and stock market correlation research. (arXiv:2205.04743v1 [q-fin.CP])
May 11, 2022, 1:11 a.m. | Chenrui Zhang
cs.LG updates on arXiv.org arxiv.org
We explore how to crawl financial forum data such as stock bars and combine
them with deep learning models for sentiment analysis. In this paper, we will
use the BERT model to train against the financial corpus and predict the SZSE
Component Index, and find that applying the BERT model to the financial corpus
through the maximum information coefficient comparison study. The obtained
sentiment features will be able to reflect the fluctuations in the stock market
and help to improve …
arxiv correlation deep learning learning mining research sentiment stock text
More from arxiv.org / cs.LG updates on arXiv.org
Jobs in AI, ML, Big Data
Senior Machine Learning Engineer (MLOps)
@ Promaton | Remote, Europe
Applied Scientist, Control Stack, AWS Center for Quantum Computing
@ Amazon.com | Pasadena, California, USA
Specialist Marketing with focus on ADAS/AD f/m/d
@ AVL | Graz, AT
Machine Learning Engineer, PhD Intern
@ Instacart | United States - Remote
Supervisor, Breast Imaging, Prostate Center, Ultrasound
@ University Health Network | Toronto, ON, Canada
Senior Manager of Data Science (Recommendation Science)
@ NBCUniversal | New York, NEW YORK, United States