Research Article
Stock Price Prediction Based on Natural Language Processing1
Table 3
Some results of BERT similarity screening.
| Seed keywords | Candidate words | Cosine similarity | Results |
| Financial market | Money funds | 0.9212 | Keep | Bond market | 0.9489 | Keep | Long-term loan | 0.8497 | Remove |
| Policy | Organization | 0.9071 | Keep | System | 0.9099 | Keep | Country | 0.8873 | Remove |
| Lifted stocks | Outstanding shares | 0.9216 | Keep | Underweight | 0.8900 | Remove | Large-cap stocks | 0.8782 | Remove |
| Bank loan | Credit | 0.9213 | Keep | Working capital | 0.8897 | Remove | Discount rate | 0.8540 | Remove |
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