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Proceedings of the 52nd Hawaii International Conference on System Sciences
Stock market prediction has attracted much attention from both academia and business. Both traditional finance and behavioral finance believe that market information affects stock movements. Typically, market information consists of fundamentals and news information. To study how information shapes stock markets, common strategies are to concatenate various information into one compound vector. However, such concatenating ignores the interlinks between fundamentals and news information. Indoi:10.24251/hicss.2019.201 fatcat:qafd7yudtrbh5ejyzzqsvax7q4