پیش‌بینی روند سهام با استفاده از شاخص احساسات و SVM بهبودیافته با تابع هزینه مبتنی ‌بر آنتروپی احساسات

چکیده مقاله :

پیش‌بینی بازار سهام همیشه مورد توجه پژوهشگران بوده است. پیشرفت در زمینه هوش مصنوعی و الگوریتم‌های یادگیری ماشین باعث شده که بتوان از داده‌های متنی در کنار داده‌های عددی، جهت پیش‌بینی و عملکرد بهتر بازار بهره برد. در این پژوهش جهت پیش‌بینی روند شاخص بازار سهام نیویورک (NYSE) از داده‌های عددی، داده‌های متنی و یک مدل یادگیری ماشین استفاده شده است. ورودی مدل اولاً داده‌های عددی و ثانیاً نتایج تحلیل احساسات از متن‌های استخراج‌شده از شبکه X است. تحلیل احساسات با یک الگوریتم خاص مبتنی بر یادگیری ماشین (Fin-BERT) انجام شده است. همچنین برای بهبود نتایج پیش‌بینی، در طبقه‌بند پیشنهادی (SVM) دانش پیشینی که در مورد توزیع داده‌ها موجود است در تابع هزینه SVM وارد شده است. این دانش از طریق محاسبه آنتروپی احساسات به دست می‌آید. نتایج آزمایش‌ها نشان می‌دهند که با در نظر گرفتن آنتروپی احساسات در تابع هزینه مدل، نتایج پیش‌بینی بهبود می‌یابد.

چکیده انگلیسی :

Stock market prediction has always been a focus of researchers. Advances in artificial intelligence and machine learning algorithms have enabled the use of textual data alongside numerical data for better stock market forecasting and performance. In this research, to predict the trend of the NewYork Stock Exchange (NYSE) index, numerical data, textual data, and a machine learning model were employed. The model's input includes numerical data as well as the results of sentiment analysis from texts extracted from X (formerly Twitter). Sentiment analysis is performed using a specific machine learning algorithm, Fin-BERT. Additionally, to improve prediction results, prior knowledge of data distribution is incorporated into the cost function of the proposed classifier (SVM). This knowledge is obtained through the calculation of sentiment entropy. Experimental results show that incorporating sentiment entropy into the model's cost function improves prediction performance.

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