A Quantitative System Conception of the Impact of News on Stock Prices ——An Improvement Based on the Transformer’s Self-Attention

Liu, Xin and Du, Kuang (2024) A Quantitative System Conception of the Impact of News on Stock Prices ——An Improvement Based on the Transformer’s Self-Attention. In: Proceedings of the 5th International Conference on Economic Management and Model Engineering, ICEMME 2023, November 17–19, 2023, Beijing, China.

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Abstract

News is one of the important factors affecting the volatility of stock prices. However, investors in the Internet era are limited by restricted attention span and information processing heterogeneity under the flood of information, which gives a place to news quantification. This paper focuses on th

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 17:18
Last Modified: 17 Apr 2026 00:11
URI: http://eprints.eai.eu/id/eprint/47708

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