Fusion: Practice and Applications

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https://doi.org/10.54216/FPA

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Volume 9 , Issue 1 , PP: 59-69, 2022 | Cite this article as | XML | Html | PDF | Full Length Article

Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion

Noura Metawa 1 * , Maha Mutawea 2

  • 1 College of Business administration, University of Sharjah, UAE - (nmetawa@sharjah.ac.ae)
  • 2 Delta University for Science and Technology, Gamasa, Egypt - (maha.mutawea@delta.gove.edu.eg)
  • Doi: https://doi.org/10.54216/FPA.090105

    Received: May 18, 2022 Accepted: August 16, 2022
    Abstract

    Stock exchanges are developed as an essential component of economies, as they can promote financial and capital gain. The stock market is network of economic connections where share is bought and sold. Stock Market Prediction (SMP) is quite useful to investors. An effective forecast of stock prices is offer shareholders with suitable help in making appropriate decisions regarding if sell or purchase shares. The employ of Machine Learning (ML) and Sentiment Analysis (SA) on data in microblogging sites are developed as a famous approach to SMP. However, the heterogenous data fusion in stock market field is a big challenge. This paper introduces an effective Cat Swarm Optimization with Machine Learning Enabled Microblogging Sentiment Analysis for Stock Price Prediction technique. The presented model investigates the social media sentiments to foresee SPP. Firstly, the proposed model executes data pre-processing and Glove word embedding approach. Next, the weighted extreme learning machine approach was utilized for the classification of sentiments for SPP. Lastly, the CSO system was exploited for optimal adjustment of the parameters related to the WELM model. The experimental validation of the proposed approach was executed using microblogging data. The results show that the proposed method outperforms the previous studies.

    Keywords :

    Sentiment analysis , Microblogging , Stock price prediction , Heterogeneous Data Fusion , Machine learning , forecasting model

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    Cite This Article As :
    Metawa, Noura. , Mutawea, Maha. Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion. Fusion: Practice and Applications, vol. , no. , 2022, pp. 59-69. DOI: https://doi.org/10.54216/FPA.090105
    Metawa, N. Mutawea, M. (2022). Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion. Fusion: Practice and Applications, (), 59-69. DOI: https://doi.org/10.54216/FPA.090105
    Metawa, Noura. Mutawea, Maha. Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion. Fusion: Practice and Applications , no. (2022): 59-69. DOI: https://doi.org/10.54216/FPA.090105
    Metawa, N. , Mutawea, M. (2022) . Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion. Fusion: Practice and Applications , () , 59-69 . DOI: https://doi.org/10.54216/FPA.090105
    Metawa N. , Mutawea M. [2022]. Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion. Fusion: Practice and Applications. (): 59-69. DOI: https://doi.org/10.54216/FPA.090105
    Metawa, N. Mutawea, M. "Multi-objective Decision Making Model for Stock Price Prediction Using Multi-source Heterogeneous Data Fusion," Fusion: Practice and Applications, vol. , no. , pp. 59-69, 2022. DOI: https://doi.org/10.54216/FPA.090105