Incorporating Fine-grained Events in Stock Movement Prediction

Understand

Considering event structure information has proven helpful in text-based stock movement prediction.

• However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types.
• In this work, we propose to incorporate the fine-grained events in stock movement prediction.
• Firstly, we propose a professional finance event dictionary built by domain experts and use it to extract fine-grained events automatically from finance news.