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An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis

The coronavirus is an irresistible virus that generally influences the respiratory framework. It has an effective impact on the global economy specifically, on the financial movement of stock markets. Recently, an accurate stock market prediction has been of great interest to investors. A sudden cha...

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Autores principales: Sharaf, Marwa, Hemdan, Ezz El-Din, El-Sayed, Ayman, El-Bahnasawy, Nirmeen A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9702704/
https://www.ncbi.nlm.nih.gov/pubmed/36467438
http://dx.doi.org/10.1007/s11042-022-14216-w
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author Sharaf, Marwa
Hemdan, Ezz El-Din
El-Sayed, Ayman
El-Bahnasawy, Nirmeen A.
author_facet Sharaf, Marwa
Hemdan, Ezz El-Din
El-Sayed, Ayman
El-Bahnasawy, Nirmeen A.
author_sort Sharaf, Marwa
collection PubMed
description The coronavirus is an irresistible virus that generally influences the respiratory framework. It has an effective impact on the global economy specifically, on the financial movement of stock markets. Recently, an accurate stock market prediction has been of great interest to investors. A sudden change in the stock movement due to COVID -19 appearance causes some problems for investors. From this point, we propose an efficient system that applies sentiment analysis of COVID-19 news and articles to extract the final impact of COVID-19 on the financial stock market. In this paper, we propose a stock market prediction system that extracts the stock movement with the COVID spread. It is important to predict the effect of these diseases on the economy to be ready for any disease change and protect our economy. In this paper, we apply sentimental analysis to stock news headlines to predict the daily future trend of stock in the COVID-19 period. Also, we use machine learning classifiers to predict the final impact of COVID-19 on some stocks such as TSLA, AMZ, and GOOG stock. For improving the performance and quality of future trend predictions, feature selection and spam tweet reduction are performed on the data sets. Finally, our proposed system is a hybrid system that applies text mining on social media data mining on the historical stock dataset to improve the whole prediction performance. The proposed system predicts stock movement for TSLA, AMZ, and GOOG with average prediction accuracy of 90%, 91.6%, and 92.3% respectively.
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spelling pubmed-97027042022-11-28 An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis Sharaf, Marwa Hemdan, Ezz El-Din El-Sayed, Ayman El-Bahnasawy, Nirmeen A. Multimed Tools Appl Article The coronavirus is an irresistible virus that generally influences the respiratory framework. It has an effective impact on the global economy specifically, on the financial movement of stock markets. Recently, an accurate stock market prediction has been of great interest to investors. A sudden change in the stock movement due to COVID -19 appearance causes some problems for investors. From this point, we propose an efficient system that applies sentiment analysis of COVID-19 news and articles to extract the final impact of COVID-19 on the financial stock market. In this paper, we propose a stock market prediction system that extracts the stock movement with the COVID spread. It is important to predict the effect of these diseases on the economy to be ready for any disease change and protect our economy. In this paper, we apply sentimental analysis to stock news headlines to predict the daily future trend of stock in the COVID-19 period. Also, we use machine learning classifiers to predict the final impact of COVID-19 on some stocks such as TSLA, AMZ, and GOOG stock. For improving the performance and quality of future trend predictions, feature selection and spam tweet reduction are performed on the data sets. Finally, our proposed system is a hybrid system that applies text mining on social media data mining on the historical stock dataset to improve the whole prediction performance. The proposed system predicts stock movement for TSLA, AMZ, and GOOG with average prediction accuracy of 90%, 91.6%, and 92.3% respectively. Springer US 2022-11-28 /pmc/articles/PMC9702704/ /pubmed/36467438 http://dx.doi.org/10.1007/s11042-022-14216-w Text en © The Author(s) 2022 https://creativecommons.org/licenses/by/4.0/Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Article
Sharaf, Marwa
Hemdan, Ezz El-Din
El-Sayed, Ayman
El-Bahnasawy, Nirmeen A.
An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title_full An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title_fullStr An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title_full_unstemmed An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title_short An efficient hybrid stock trend prediction system during COVID-19 pandemic based on stacked-LSTM and news sentiment analysis
title_sort efficient hybrid stock trend prediction system during covid-19 pandemic based on stacked-lstm and news sentiment analysis
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9702704/
https://www.ncbi.nlm.nih.gov/pubmed/36467438
http://dx.doi.org/10.1007/s11042-022-14216-w
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