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The Trends Prediction of GEM Stock Prices Based on Time Series Analysis and Weibo Sentiment Analysis

Su, Yiran LU (2024) DABN01 20241
Department of Economics
Department of Statistics
Abstract
The study of stock market has always been a popular topic among researchers. In most common view, stock market are naturally noisy, non-parametric, non-linear, and deterministic chaotic systems that cannot be effectively predicted. However, many researchers are still trying to make more precise predictions in various ways. In China, these studies are mainly focus on main market, with fewer on GEM enterprises. To narrow the gap and provide a more effective way to make predictions on them, we will combine sentiment analysis of social media, time series analysis and deep learning methods and explore the answer based on the comparison between 3 different kinds of models: ARMA model, LSTM model and VAR model.
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author
Su, Yiran LU
supervisor
organization
course
DABN01 20241
year
type
H1 - Master's Degree (One Year)
subject
keywords
sentiment analysis, time series analysis, ARMA model, LSTM model, VAR model
language
English
id
9173269
date added to LUP
2024-09-24 08:36:22
date last changed
2024-09-24 08:36:22
@misc{9173269,
  abstract     = {{The study of stock market has always been a popular topic among researchers. In most common view, stock market are naturally noisy, non-parametric, non-linear, and deterministic chaotic systems that cannot be effectively predicted. However, many researchers are still trying to make more precise predictions in various ways. In China, these studies are mainly focus on main market, with fewer on GEM enterprises. To narrow the gap and provide a more effective way to make predictions on them, we will combine sentiment analysis of social media, time series analysis and deep learning methods and explore the answer based on the comparison between 3 different kinds of models: ARMA model, LSTM model and VAR model.}},
  author       = {{Su, Yiran}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{The Trends Prediction of GEM Stock Prices Based on Time Series Analysis and Weibo Sentiment Analysis}},
  year         = {{2024}},
}