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Price prediction in stock market is considered to be one of the most difficult tasks, because of the price dynamic. Previous study found that stock price volatility in a short term is closely related to the market sentiment; especially for small-cap stocks. This paper used the social media mining technology to quantitative evaluation market segment, and in combination with other factors to predict the stock price trend in short term. Experiment results show that by using social media mining combined with other information, the stock prices prediction model can forecast more accurate.
Wang et al. (Tue,) studied this question.
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