新闻情绪在利用深度学习预测鲑鱼价格中的作用

The role of news sentiment in salmon price prediction using deep learning

Journal of Commodity Markets · 2024
被引 12
ABS 3

中文导读

用深度学习模型和情绪分析预测鲑鱼现货价格,发现加入新闻情绪能提高预测精度,CNN-LSTM模型表现最佳。

Abstract

This paper employs deep learning models and sentiment analysis to predict salmon spot prices. Our data includes historical price data and sentiment scores from 2018 to 2022. We extract sentiment scores from salmon-related news headlines by using FinBERT and TextBlob. We begin with price prediction using only historical price data and then introduce sentiment scores to improve the prediction accuracy of deep learning models. We find that the prediction performance of deep learning models outperforms traditional prediction methods in the salmon market. Our primary hybrid CNN-LSTM model outperforms other deep learning models and traditional models. Additionally, deep learning models incorporating sentiment scores exhibit reduced prediction errors. Our findings confirm the value of sentiment information in improving forecasting performance. These findings highlight the effectiveness and robustness of our CNN-LSTM model combined with sentiment analysis for price prediction in the salmon market.

深度学习情绪分析价格预测水产市场