DOI:
10.1609/aaai.v34i01.5445
Abstract:
Investment messages published on social media platforms are highly valuable for stock prediction. Most previous work regards overall message sentiments as forecast indicators and relies on shallow features (bag-of-words, noun phrases, etc.) to determine the investment opinion signals. These methods neither capture the time-sensitive and target-aware characteristics of stock investment reviews, nor consider the impact of investor's reliability. In this study, we provide an in-depth analysis of public stock reviews and their application in stock movement prediction. Specifically, we propose a novel framework which includes the following three key components: time-sensitive and target-aware investment stance detection, expert-based dynamic stance aggregation, and stock movement prediction. We first introduce our stance detection model named MFN, which learns the representation of each review by integrating multi-view textual features and extended knowledge in financial domain to distill bullish/bearish investment opinions. Then we show how to identify the validity of each review, and enhance stock movement prediction by incorporating expert-based aggregated opinion signals. Experiments on real datasets show our framework can effectively improve the performance of both investment opinion mining and individual stock forecasting.