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