{"id":"https://openalex.org/W2794904450","doi":"https://doi.org/10.1109/jsyst.2018.2794462","title":"Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine","display_name":"Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine","publication_year":2018,"publication_date":"2018-03-27","ids":{"openalex":"https://openalex.org/W2794904450","doi":"https://doi.org/10.1109/jsyst.2018.2794462","mag":"2794904450"},"language":"en","primary_location":{"id":"doi:10.1109/jsyst.2018.2794462","is_oa":false,"landing_page_url":"https://doi.org/10.1109/jsyst.2018.2794462","pdf_url":null,"source":{"id":"https://openalex.org/S95999327","display_name":"IEEE Systems Journal","issn_l":"1932-8184","issn":["1932-8184","1937-9234","2373-7816"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Systems Journal","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5053323823","display_name":"Rui Ren","orcid":"https://orcid.org/0000-0003-3362-8083"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Rui Ren","raw_affiliation_strings":["School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-3362-8083","affiliations":[{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100694954","display_name":"Desheng Wu","orcid":"https://orcid.org/0000-0003-0999-952X"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Desheng Dash Wu","raw_affiliation_strings":["School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-0999-952X","affiliations":[{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"last","author":{"id":null,"display_name":"Tianxiang Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Tianxiang Liu","raw_affiliation_strings":["School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, China","institution_ids":["https://openalex.org/I4210165038"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4210165038"],"apc_list":null,"apc_paid":null,"fwci":16.9843,"has_fulltext":false,"cited_by_count":255,"citation_normalized_percentile":{"value":0.99368388,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"13","issue":"1","first_page":"760","last_page":"770"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9898999929428101,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9775000214576721,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment analysis","score":0.7021543979644775},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"Support vector machine","score":0.6386427283287048},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.63860684633255},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6150605082511902},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5389002561569214},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.492887020111084},{"id":"https://openalex.org/keywords/stock-market-prediction","display_name":"Stock market prediction","score":0.47029849886894226},{"id":"https://openalex.org/keywords/complement","display_name":"Complement (music)","score":0.45449888706207275},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.452658087015152},{"id":"https://openalex.org/keywords/the-internet","display_name":"The Internet","score":0.4518532156944275},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.42735612392425537},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3607276380062103},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3386794328689575},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2475789487361908},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.13289028406143188},{"id":"https://openalex.org/keywords/world-wide-web","display_name":"World Wide Web","score":0.12391287088394165}],"concepts":[{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.7021543979644775},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.6386427283287048},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.63860684633255},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6150605082511902},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5389002561569214},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.492887020111084},{"id":"https://openalex.org/C2776256503","wikidata":"https://www.wikidata.org/wiki/Q7617906","display_name":"Stock market prediction","level":4,"score":0.47029849886894226},{"id":"https://openalex.org/C112313634","wikidata":"https://www.wikidata.org/wiki/Q7886648","display_name":"Complement (music)","level":5,"score":0.45449888706207275},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.452658087015152},{"id":"https://openalex.org/C110875604","wikidata":"https://www.wikidata.org/wiki/Q75","display_name":"The Internet","level":2,"score":0.4518532156944275},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.42735612392425537},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3607276380062103},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3386794328689575},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2475789487361908},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.13289028406143188},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.12391287088394165},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C188082640","wikidata":"https://www.wikidata.org/wiki/Q1780899","display_name":"Complementation","level":4,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C127716648","wikidata":"https://www.wikidata.org/wiki/Q104053","display_name":"Phenotype","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/jsyst.2018.2794462","is_oa":false,"landing_page_url":"https://doi.org/10.1109/jsyst.2018.2794462","pdf_url":null,"source":{"id":"https://openalex.org/S95999327","display_name":"IEEE Systems Journal","issn_l":"1932-8184","issn":["1932-8184","1937-9234","2373-7816"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Systems Journal","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2716418607","display_name":"\u8003\u8651\u5177\u6709\u98ce\u9669\u7ed3\u6784\u7684\u51b3\u7b56\u5efa\u6a21\u53ca\u5e94\u7528\u7814\u7a76","funder_award_id":"71471055","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3984594337","display_name":null,"funder_award_id":"QYZDB-SSW-SYS021","funder_id":"https://openalex.org/F4320321133","funder_display_name":"Chinese Academy of Sciences"},{"id":"https://openalex.org/G6066849834","display_name":null,"funder_award_id":"91546102","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321133","display_name":"Chinese Academy of Sciences","ror":"https://ror.org/034t30j35"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W66373487","https://openalex.org/W632805402","https://openalex.org/W1591840823","https://openalex.org/W1870206505","https://openalex.org/W1958077162","https://openalex.org/W1965235124","https://openalex.org/W1980836123","https://openalex.org/W1986078433","https://openalex.org/W1986187360","https://openalex.org/W2032170121","https://openalex.org/W2062067606","https://openalex.org/W2082600934","https://openalex.org/W2108591703","https://openalex.org/W2109767864","https://openalex.org/W2119657026","https://openalex.org/W2134183765","https://openalex.org/W2153580489","https://openalex.org/W2156909104","https://openalex.org/W2167332641","https://openalex.org/W2171468534","https://openalex.org/W2270941958","https://openalex.org/W2297801999","https://openalex.org/W2333080944","https://openalex.org/W2519385971","https://openalex.org/W2975308768","https://openalex.org/W3121467893","https://openalex.org/W3122944446","https://openalex.org/W4233594550","https://openalex.org/W4236122429","https://openalex.org/W4239944110"],"related_works":["https://openalex.org/W2586556113","https://openalex.org/W2542516223","https://openalex.org/W3135178882","https://openalex.org/W2624043242","https://openalex.org/W3209908847","https://openalex.org/W3023530306","https://openalex.org/W2990652064","https://openalex.org/W3134659362","https://openalex.org/W3123122373","https://openalex.org/W4386639254"],"abstract_inverted_index":{"Investor":[0],"sentiment":[1,38,64,95,111],"plays":[2],"an":[3],"important":[4],"role":[5],"on":[6,13,46],"the":[7,14,53,70,74,78,117,128,132],"stock":[8,26,32,133],"market.":[9,134],"User-generated":[10],"textual":[11],"content":[12],"Internet":[15],"provides":[16],"a":[17,29,41,89],"precious":[18,114],"source":[19],"to":[20,31],"reflect":[21],"investor":[22],"psychology":[23],"and":[24,58,62,121],"predicts":[25],"prices":[27],"as":[28,84,86,125],"complement":[30],"market":[33],"data.":[34],"This":[35],"paper":[36],"integrates":[37],"analysis":[39],"into":[40,56],"machine":[42],"learning":[43],"method":[44],"based":[45],"support":[47],"vector":[48],"machine.":[49],"Furthermore,":[50],"we":[51],"take":[52],"day-of-week":[54],"effect":[55],"consideration":[57],"construct":[59],"more":[60],"reliable":[61],"realistic":[63],"indexes.":[65],"Empirical":[66],"results":[67],"illustrate":[68],"that":[69,110],"accuracy":[71],"of":[72,77,91,127,131],"forecasting":[73],"movement":[75],"direction":[76],"SSE":[79],"50":[80],"Index":[81],"can":[82,122],"be":[83,123],"high":[85],"89.93%":[87],"with":[88],"rise":[90],"18.6%":[92],"after":[93],"introducing":[94],"variables.":[96],"And,":[97],"meanwhile,":[98],"our":[99],"model":[100],"helps":[101],"investors":[102],"make":[103],"wiser":[104],"decisions.":[105],"These":[106],"findings":[107],"also":[108],"imply":[109],"probably":[112],"contains":[113],"information":[115],"about":[116],"asset":[118],"fundamental":[119],"values":[120],"regarded":[124],"one":[126],"leading":[129],"indicators":[130]},"counts_by_year":[{"year":2026,"cited_by_count":8},{"year":2025,"cited_by_count":33},{"year":2024,"cited_by_count":44},{"year":2023,"cited_by_count":52},{"year":2022,"cited_by_count":38},{"year":2021,"cited_by_count":43},{"year":2020,"cited_by_count":19},{"year":2019,"cited_by_count":17},{"year":2018,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}