Stock market prediction has always been one of the hottest topics in research, as well as a great challenge due to its complex and volatile nature. However, most of the existing methods neglect the impact from mass media that will greatly affect the behavior of investors. In this paper we present a system that combines the information from both related news releases and technical indicators to enhance the predictability of the daily stock price trends. The performance shows that this system can achieve higher accuracy and return than a single source system.
Yu Zheng Zhai, Arthur L. Hsu, Saman K. Halgamuge