{"id":"https://openalex.org/W4289656276","doi":"https://doi.org/10.1109/tcss.2022.3182375","title":"A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method","display_name":"A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method","publication_year":2022,"publication_date":"2022-08-03","ids":{"openalex":"https://openalex.org/W4289656276","doi":"https://doi.org/10.1109/tcss.2022.3182375"},"language":"en","primary_location":{"id":"doi:10.1109/tcss.2022.3182375","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tcss.2022.3182375","pdf_url":null,"source":{"id":"https://openalex.org/S2490693980","display_name":"IEEE Transactions on Computational Social Systems","issn_l":"2329-924X","issn":["2329-924X","2373-7476"],"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 Transactions on Computational Social Systems","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/A5027845071","display_name":"Raymond Chiong","orcid":"https://orcid.org/0000-0002-8285-1903"},"institutions":[{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Raymond Chiong","raw_affiliation_strings":["School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia"],"raw_orcid":"https://orcid.org/0000-0002-8285-1903","affiliations":[{"raw_affiliation_string":"School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia","institution_ids":["https://openalex.org/I78757542"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025410544","display_name":"Zongwen Fan","orcid":"https://orcid.org/0000-0002-7818-5637"},"institutions":[{"id":"https://openalex.org/I119045251","display_name":"Huaqiao University","ror":"https://ror.org/03frdh605","country_code":"CN","type":"education","lineage":["https://openalex.org/I119045251"]},{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU","CN"],"is_corresponding":false,"raw_author_name":"Zongwen Fan","raw_affiliation_strings":["School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia","College of Computer Science and Technology, Huaqiao University, Xiamen, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia","institution_ids":["https://openalex.org/I78757542"]},{"raw_affiliation_string":"College of Computer Science and Technology, Huaqiao University, Xiamen, China","institution_ids":["https://openalex.org/I119045251"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101599982","display_name":"Zhongyi Hu","orcid":"https://orcid.org/0000-0002-1113-0199"},"institutions":[{"id":"https://openalex.org/I37461747","display_name":"Wuhan University","ror":"https://ror.org/033vjfk17","country_code":"CN","type":"education","lineage":["https://openalex.org/I37461747"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongyi Hu","raw_affiliation_strings":["School of Information Management, Wuhan University, Wuhan, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Management, Wuhan University, Wuhan, China","institution_ids":["https://openalex.org/I37461747"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045297744","display_name":"Sandeep Dhakal","orcid":"https://orcid.org/0000-0001-7413-2530"},"institutions":[{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Sandeep Dhakal","raw_affiliation_strings":["School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information and Physical Sciences, The University of Newcastle, Callaghan, NSW, Australia","institution_ids":["https://openalex.org/I78757542"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5027845071"],"corresponding_institution_ids":["https://openalex.org/I78757542"],"apc_list":null,"apc_paid":null,"fwci":10.3398,"has_fulltext":false,"cited_by_count":69,"citation_normalized_percentile":{"value":0.98765035,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"10","issue":"5","first_page":"2613","last_page":"2623"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"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":1.0,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9965000152587891,"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"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.995199978351593,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7233277559280396},{"id":"https://openalex.org/keywords/sliding-window-protocol","display_name":"Sliding window protocol","score":0.7102997303009033},{"id":"https://openalex.org/keywords/ambiguity","display_name":"Ambiguity","score":0.665793240070343},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.6549391150474548},{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment analysis","score":0.6450860500335693},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.6253256797790527},{"id":"https://openalex.org/keywords/recurrent-neural-network","display_name":"Recurrent neural network","score":0.6092076897621155},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.524057149887085},{"id":"https://openalex.org/keywords/ensemble-learning","display_name":"Ensemble learning","score":0.44123727083206177},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.42264309525489807},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.4131982624530792},{"id":"https://openalex.org/keywords/window","display_name":"Window (computing)","score":0.29803767800331116}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7233277559280396},{"id":"https://openalex.org/C102392041","wikidata":"https://www.wikidata.org/wiki/Q592860","display_name":"Sliding window protocol","level":3,"score":0.7102997303009033},{"id":"https://openalex.org/C2780522230","wikidata":"https://www.wikidata.org/wiki/Q1140419","display_name":"Ambiguity","level":2,"score":0.665793240070343},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6549391150474548},{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.6450860500335693},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.6253256797790527},{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.6092076897621155},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.524057149887085},{"id":"https://openalex.org/C45942800","wikidata":"https://www.wikidata.org/wiki/Q245652","display_name":"Ensemble learning","level":2,"score":0.44123727083206177},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.42264309525489807},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.4131982624530792},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.29803767800331116},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/tcss.2022.3182375","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tcss.2022.3182375","pdf_url":null,"source":{"id":"https://openalex.org/S2490693980","display_name":"IEEE Transactions on Computational Social Systems","issn_l":"2329-924X","issn":["2329-924X","2373-7476"],"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 Transactions on Computational Social Systems","raw_type":"journal-article"},{"id":"pmh:oai:rune.une.edu.au:1959.11/61347","is_oa":false,"landing_page_url":"https://hdl.handle.net/1959.11/61347","pdf_url":null,"source":{"id":"https://openalex.org/S7407055448","display_name":"RUNE (Research UNE)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Journal Article"},{"id":"pmh:uon:44832","is_oa":false,"landing_page_url":"http://hdl.handle.net/1959.13/1454122","pdf_url":null,"source":{"id":"https://openalex.org/S4377196471","display_name":"NOVA (University of Newcastle Australia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I78757542","host_organization_name":"University of Newcastle Australia","host_organization_lineage":["https://openalex.org/I78757542"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"journal article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2533538928","display_name":null,"funder_award_id":"2021CFB481","funder_id":"https://openalex.org/F4320322186","funder_display_name":"Natural Science Foundation of Hubei Province"},{"id":"https://openalex.org/G7610221300","display_name":null,"funder_award_id":"72171183","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7764813049","display_name":null,"funder_award_id":"21BS122","funder_id":"https://openalex.org/F4320322182","funder_display_name":"Huaqiao University"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320322182","display_name":"Huaqiao University","ror":"https://ror.org/03frdh605"},{"id":"https://openalex.org/F4320322186","display_name":"Natural Science Foundation of Hubei Province","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":63,"referenced_works":["https://openalex.org/W1560851690","https://openalex.org/W1965235124","https://openalex.org/W1978775764","https://openalex.org/W2017474768","https://openalex.org/W2029727871","https://openalex.org/W2095705004","https://openalex.org/W2107641306","https://openalex.org/W2107878631","https://openalex.org/W2128792405","https://openalex.org/W2151308415","https://openalex.org/W2167467896","https://openalex.org/W2292869588","https://openalex.org/W2590719554","https://openalex.org/W2591055632","https://openalex.org/W2594817690","https://openalex.org/W2599804474","https://openalex.org/W2624385633","https://openalex.org/W2762466482","https://openalex.org/W2766718178","https://openalex.org/W2781086737","https://openalex.org/W2788057825","https://openalex.org/W2791844767","https://openalex.org/W2793147161","https://openalex.org/W2794904450","https://openalex.org/W2808626748","https://openalex.org/W2810156540","https://openalex.org/W2822523832","https://openalex.org/W2884001105","https://openalex.org/W2885195348","https://openalex.org/W2886621583","https://openalex.org/W2889201272","https://openalex.org/W2898892115","https://openalex.org/W2900880305","https://openalex.org/W2902640113","https://openalex.org/W2903325752","https://openalex.org/W2905238323","https://openalex.org/W2908923746","https://openalex.org/W2919115771","https://openalex.org/W2919606042","https://openalex.org/W2920714358","https://openalex.org/W2963047498","https://openalex.org/W2964010366","https://openalex.org/W2969530807","https://openalex.org/W2973131549","https://openalex.org/W3002312850","https://openalex.org/W3002351963","https://openalex.org/W3006562962","https://openalex.org/W3007066689","https://openalex.org/W3007211815","https://openalex.org/W3009012433","https://openalex.org/W3012568651","https://openalex.org/W3036522266","https://openalex.org/W3038702313","https://openalex.org/W3042314134","https://openalex.org/W3046223032","https://openalex.org/W3084759552","https://openalex.org/W3107702072","https://openalex.org/W3124174211","https://openalex.org/W3162632106","https://openalex.org/W4233906183","https://openalex.org/W6674330103","https://openalex.org/W6735065551","https://openalex.org/W6780364591"],"related_works":["https://openalex.org/W2353179089","https://openalex.org/W2923538289","https://openalex.org/W2353125546","https://openalex.org/W2470643824","https://openalex.org/W4400595174","https://openalex.org/W2349635380","https://openalex.org/W4353089801","https://openalex.org/W4225394202","https://openalex.org/W2353819554","https://openalex.org/W2359488321"],"abstract_inverted_index":{"Financial":[0],"news":[1,45],"disclosures":[2],"provide":[3],"valuable":[4],"information":[5],"for":[6,131],"traders":[7],"and":[8,31,50,84,109,134],"investors":[9],"while":[10],"making":[11],"stock":[12,20,88],"market":[13,21,89],"investment":[14],"decisions.":[15],"Essential":[16],"but":[17],"challenging,":[18],"the":[19,41,48,57,61,110,117,125,137],"prediction":[22],"problem":[23],"has":[24],"attracted":[25],"significant":[26],"attention":[27],"from":[28],"both":[29],"researchers":[30],"practitioners.":[32],"Conventional":[33],"machine":[34],"learning":[35],"models":[36,146],"often":[37],"fail":[38],"to":[39,47,86,114,143],"interpret":[40],"content":[42],"of":[43,52,63,95,97,127],"financial":[44],"due":[46],"complexity":[49],"ambiguity":[51],"natural":[53,101],"language":[54,102],"used":[55],"in":[56,68],"news.":[58],"Inspired":[59],"by":[60],"success":[62],"recurrent":[64,82],"neural":[65],"networks":[66],"(RNNs)":[67],"sequential":[69],"data":[70],"processing,":[71],"we":[72,105],"propose":[73],"an":[74],"ensemble":[75,139],"RNN":[76],"approach":[77,140],"(long":[78],"short-term":[79],"memory,":[80],"gated":[81],"unit,":[83],"SimpleRNN)":[85],"predict":[87],"movements.":[90],"To":[91],"avoid":[92],"extracting":[93],"tens":[94],"thousands":[96],"features":[98],"using":[99],"traditional":[100],"processing":[103],"methods,":[104],"apply":[106],"sentiment":[107],"analysis":[108],"sliding":[111],"window":[112],"method":[113],"extract":[115],"only":[116],"most":[118],"representative":[119],"features.":[120],"Our":[121],"experimental":[122],"results":[123],"confirm":[124],"effectiveness":[126],"these":[128],"two":[129],"methods":[130],"feature":[132],"extraction":[133],"show":[135],"that":[136],"proposed":[138],"is":[141],"able":[142],"outperform":[144],"other":[145],"under":[147],"comparison.":[148]},"counts_by_year":[{"year":2026,"cited_by_count":8},{"year":2025,"cited_by_count":20},{"year":2024,"cited_by_count":25},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}