arXiv:2502.05403cs.LG2025-02

用社交媒体情绪分析预测财报事件与波动率,助力短线交易决策

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums

  • 融合社交媒体情感分析与财务数据检索,捕捉关键事件信号
  • 发现华尔街与散户情绪差异,提升财报前后波动率预测精度
  • 适合关注事件驱动交易与短期市场波动的投资者参考

股票价格预测日益复杂,传统方法常忽略关键事件与媒体影响,仅依赖长期持有策略。本文设计了一种新金融算法,通过社交媒体情感分析增强对重要财报事件及关联波动率的预测能力。模型结合情感分析与数据获取技术,从社交平台提取关键信息,分析公司财务状况,并对比华尔街与公众情绪差异。该方法旨在为投资者提供及时数据支持,实现基于重大事件的快速交易,而非长期持有个股。金融市场信息流快速且情绪多变,显著影响交易结果。本研究通过考察媒体对股价波动的影响,识别不同群体的情绪差异,评估各类媒体网络在预测财报方面的有效性,试图将随机动态转化为更可预测的环境。

原文摘要 · Abstract (English)

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance the prediction of key stock earnings and associated volatility. Our model integrates sentiment analysis and data retrieval techniques to extract critical information from social media, analyze company financials, and compare sentiments between Wall Street and the general public. This approach aims to provide investors with timely data to execute trades based on key events, rather than relying on long-term stock holding strategies. The stock market is characterized by rapid data flow and fluctuating community sentiments, which can significantly impact trading outcomes. Stock forecasting is complex given its stochastic dynamic. Standard traditional prediction methods often overlook key events and media engagement, focusing its practice into long-term investment options. Our research seeks to change the stochastic dynamic to a more predictable environment by examining the impact of media on stock volatility, understanding and identifying sentiment differences between Wall Street and retail investors, and evaluating the impact of various media networks in predicting earning reports.

情绪分析量化交易财报预测

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