Fusion: Practice and Applications FPA 2692-4048 2770-0070 10.54216/FPA https://www.americaspg.com/journals/show/3066 2018 2018 Enhancing Stock Market Trend Prediction Using Explainable Artificial Intelligence and Multi-source Data Research Scholar, School of Business and Management, CHRIST (Deemed to be University), Bengaluru, Karnataka, India Kumar Kumar Professor, School of Business and Management, CHRIST (Deemed to be University), Bengaluru, Karnataka, India Kumar Chandar S Determining the trend of the stock market is a complex task influenced by numerous factors like fundamental variables, company performance, investor behavior, sentiments expressed in social media, etc. Although machine learning models support predicting stock market trends using historical or social media data, reliance on a single data source poses a serious challenge. This study introduces a novel Explainable artificial intelligence (XAI) to address a binary classification problem wherein the objective is to predict the trend of the stock market, utilizing an integration of multiple data sources. The dataset includes trading data, news and Twitter sentiment, and technical indicators. Sentiment analysis and the Natural Language Toolkit are utilized to extract the qualitative information from social media data. Technical indicators, or quantitative characteristics, are therefore generated from trade data. The technical indicators are fused with the stock sentiment features to predict the future stock market trend. Finally, a machine learning model is employed for upward or downward stock trend predictions. The proposed model in this study incorporates XAI to interpret the results. The presented model is evaluated using five bank stocks, and the results are promising, outperforming other models by reporting a mean accuracy of 90.14%. Additionally, the proposed model is explainable, exposing the rationale behind the classifier and furnishing a complete set of interpretations for the attained outcomes. 2024 2024 178 189 10.54216/FPA.160211 https://www.americaspg.com/articleinfo/3/show/3066