A deep learning approach for financial market prediction: utilization of Google trends and keywords

被引:21
作者
Fan, Min-Hsuan [1 ]
Chen, Mu-Yen [1 ]
Liao, En-Chih [1 ]
机构
[1] Natl Taichung Univ Sci & Technol, Taichung, Taiwan
关键词
Google trends; TAIEX; Search volume; Artificial neural network; FUZZY TIME-SERIES; LOGICAL RELATIONSHIP GROUPS; MODELING PUBLIC MOOD; FORECASTING ENROLLMENTS; NEURAL-NETWORKS; OPTIMIZATION;
D O I
10.1007/s41066-019-00181-7
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This study used the amount of Internet search on Google Trend and analyzed the correlation between the search volume on Google Trend and Taiwan Weighted Stock Index. The keyword search volume provided by Google Trend was used in the correlation test and the unit root test. Then, the keywords obtained were analyzed in two experiments-first, machine learning, and second, search trend. After empirical analysis, it was found that neural network in experiment one performed better than support vector machine and decision trees. Therefore, neural network was selected to compare with the search trend in the second experiment. Through comparative analysis of calculation of return values, it was found that the return value in search trend is higher than that of the neural network. Therefore, this paper revealed that there was a correlation between using company names of Taiwan 50 Index as search keywords and the rise and fall of TAIEX index.
引用
收藏
页码:207 / 216
页数:10
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