Impact of Investor Sentiment on Stock Returns Using Fine-tune BERT

Chien Cheng Lee, Hung Chun Huang, Chun Li Tsai

研究成果: Conference contribution

摘要

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.

原文English
主出版物標題2021 IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021
發行者Institute of Electrical and Electronics Engineers Inc.
ISBN(電子)9781665433280
DOIs
出版狀態Published - 2021
事件8th IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021 - Penghu, Taiwan
持續時間: 2021 9月 152021 9月 17

出版系列

名字2021 IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021

Conference

Conference8th IEEE International Conference on Consumer Electronics-Taiwan, ICCE-TW 2021
國家/地區Taiwan
城市Penghu
期間21-09-1521-09-17

All Science Journal Classification (ASJC) codes

  • 人工智慧
  • 電腦科學應用
  • 電氣與電子工程
  • 控制和優化
  • 儀器

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