A semi-heterogeneous ensemble forecasting method for stock returns based on sentiment analysis

With the growing influence of investor sentiment on market dynamics, sentiment analysis has emerged as an effective tool for enhancing financial forecasting models. This study proposes a diversity-enhanced semi-heterogeneous ensemble forecasting framework that integrates sentiment analysis into the...

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Bibliographic Details

Published in:	Information sciences Vol. 723; p. 122655
Main Authors:	Zhang, Xiao, Liu, Peide, Feng, Jing
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.01.2026
Subjects:	Attention-PCA Ensemble diversity S&P 500 returns Semi-heterogeneous ensemble forecasting Sentiment analysis Sentiment analysis Attention-PCA S&P 500 returns Semi-heterogeneous ensemble forecasting Ensemble diversity
ISSN:	0020-0255
Online Access:	Get full text
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