@inproceedings{3793369f9a9646eb98d04e9a4d2ef084,
title = "Impact of Investor Sentiment on Stock Returns Using Fine-tune BERT",
abstract = "In this study, we explore the impact of investor sentiment on stock returns. We fine-tune the BERT language model to capture investor sentiment from messages posted on the social media platform StockTwits. Apple Inc. (AAPL) stock is selected in this investigation because it has more significance in statistics based on its tremendous messages on StockTwits. A linear regression model is constructed to analyze the relationship between investor sentiment and stock returns. The experimental results show that there is a positive correlation between stock returns and investor sentiment. The investor sentiment can impact the Apple Inc. stock return. ",
author = "Lee, {Chien Cheng} and Huang, {Hung Chun} and Tsai, {Chun Li}",
note = "Funding Information: This study was supported by the Far Eastern Int'l Bank and Ministry of Science and Technology, Taiwan. (MOST 109-2221-E-155-054). Publisher Copyright: {\textcopyright} 2021 IEEE.; 8th IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021 ; Conference date: 15-09-2021 Through 17-09-2021",
year = "2021",
doi = "10.1109/ICCE-TW52618.2021.9602873",
language = "English",
series = "2021 IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2021 IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021",
address = "United States",
}