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Register a new userStock Volatility Prediction Using Recurrent Neural Networks with Sentiment Analysis
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Added by
Yifan Liu
Publication date
2017
fields
Informatics Engineering
and research's language is
English
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In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset public available for research. By generating a sentimental dictionary based on financial terms, we develop a model to compute the sentimental score of each online post related to a particular stock. Such sentimental information is represented by two sentiment indicators, which are fused to market data for stock volatility prediction by using the Recurrent Neural Networks (RNNs). Empirical study shows that, comparing to using RNN only, the model performs significantly better with sentimental indicators.
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Static malware analysis is well-suited to endpoint anti-virus systems as it can be conducted quickly by examining the features of an executable piece of code and matching it to previously observed malicious code. However, static code analysis can be vulnerable to code obfuscation techniques. Behavioural data collected during file execution is more difficult to obfuscate, but takes a relatively long time to capture - typically up to 5 minutes, meaning the malicious payload has likely already been delivered by the time it is detected. In this paper we investigate the possibility of predicting whether or not an executable is malicious based on a short snapshot of behavioural data. We find that an ensemble of recurrent neural networks are able to predict whether an executable is malicious or benign within the first 5 seconds of execution with 94% accuracy. This is the first time general types of malicious file have been predicted to be malicious during execution rather than using a complete activity log file post-execution, and enables cyber security endpoint protection to be advanced to use behavioural data for blocking malicious payloads rather than detecting them post-execution and having to repair the damage.
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