ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock
  Movement and Volatility Prediction
Shengkun Wang YangXiao Bai Kaiqun Fu Linhan Wang Chang-Tien Lu Taoran Ji
For both investors and policymakers, forecasting the stock market is
essential as it serves as an indicator of economic well-being. To this end, we
harness the power of social media data, a rich source of public sentiment, to
enhance the accuracy of stock market predictions. Diverging from conventional
methods, we pioneer an approach that integrates sentiment analysis,
macroeconomic indicators, search engine data, and historical prices within a
multi-attention deep learning model, masterfully decoding the complex patterns
inherent in the data. We showcase the state-of-the-art performance of our
proposed model using a dataset, specifically curated by us, for predicting
stock market movements and volatility.