英文标题：
《Stock Prediction: a method based on extraction of news features and
  recurrent neural networks》
---
作者：
Zeya Zhang, Weizheng Chen and Hongfei Yan
---
最新提交年份：
2017
---
英文摘要：
  This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on experience which are the symbols of good news and bad news. Then we propose an optimization method and calculate the positive polar of all words. After that, we construct the features of news based on the positive polar of their words. In consideration of sequential stock prices and continuous news effects, we propose a recurrent neural network model to help predict stock prices. Compared to SVM classifier with price features, we find our proposed method has an over 5% improvement on stock prediction accuracy in experiments.
---
中文摘要：
本文提出了一种股票预测方法。在特征提取方面，除了股票价格外，我们还提取了股票相关新闻的特征。我们首先根据经验选择一些种子词，它们是好消息和坏消息的象征。然后，我们提出了一种优化方法，并计算出所有单词的正极点。在此基础上，我们构建了基于词语正极性的新闻特征。考虑到连续的股票价格和连续的新闻效应，我们提出了一个递归神经网络模型来帮助预测股票价格。实验表明，与具有价格特征的支持向量机分类器相比，该方法的股票预测精度提高了5%以上。
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
一级分类：Computer Science        计算机科学
二级分类：Computation and Language        计算与语言
分类描述：Covers natural language processing. Roughly includes material in ACM Subject Class I.2.7. Note that work on artificial languages (programming languages, logics, formal systems) that does not explicitly address natural-language issues broadly construed (natural-language processing, computational linguistics, speech, text retrieval, etc.) is not appropriate for this area.
涵盖自然语言处理。大致包括ACM科目I.2.7类的材料。请注意，人工语言（编程语言、逻辑学、形式系统）的工作，如果没有明确地解决广义的自然语言问题（自然语言处理、计算语言学、语音、文本检索等），就不适合这个领域。
--
一级分类：Computer Science        计算机科学
二级分类：Information Retrieval        信息检索
分类描述：Covers indexing, dictionaries, retrieval, content and analysis. Roughly includes material in ACM Subject Classes H.3.0, H.3.1, H.3.2, H.3.3, and H.3.4.
涵盖索引，字典，检索，内容和分析。大致包括ACM主题课程H.3.0、H.3.1、H.3.2、H.3.3和H.3.4中的材料。
--
一级分类：Computer Science        计算机科学
二级分类：Machine Learning        机器学习
分类描述：Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文（有监督的，无监督的，强化学习，强盗问题，等等），包括健壮性，解释性，公平性和方法论。对于机器学习方法的应用，CS.LG也是一个合适的主要类别。
--

---
PDF下载：
-->