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arXiv · 2112.11444

ESAN: Efficient Sentiment Analysis Network of A-Shares Research Reports for Stock Price Prediction

Tuo Sun·Wanrong Zheng·Shufan Yu·Mengxun Li·Jiarui Ou
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Abstract

In this paper, we are going to develop a natural language processing model to help us to predict stocks in the long term. The whole network includes two modules. The first module is a natural language processing model which seeks out reliable factors from input reports. While the other is a time-series forecasting model which takes the factors as input and aims to predict stocks earnings yield. To indicate the efficiency of our model to combine the sentiment analysis module and the time-series forecasting module, we name our method ESAN.

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Tuo Sun, Wanrong Zheng, Shufan Yu, Mengxun Li, Jiarui Ou. 2021-12-03. ESAN: Efficient Sentiment Analysis Network of A-Shares Research Reports for Stock Price Prediction. https://arxiv.org/abs/2112.11444

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