It is always deemed crucial to identify the key factors that could have significant impact on the stock market trend. Recently, an interesting phenomenon has emerged that some of President Trump’s posts in Twitter can surge into a dominant role on the stock market for a certain time period, although studies along this line are still in their infancy. Therefore, in this article, we study whether and how this new-rising information can help boost the performance of stock market prediction. Specifically, we have found that the echoing reinforced effect of financial news with Trump’s market-related tweets can influence the market movement—that is, some of Trump’s tweets directly impact the stock market in a short time, and the impact can be further intensified when it echoes with other financial news reports. Along this line, we propose a deep information echoing model to predict the hourly stock market trend, such as the rise and fall of the Dow Jones Industrial Average. In particular, to model the discovered echoing reinforced impact, we design a novel information echoing module with a gating mechanism in a sequential deep learning framework to capture the fused knowledge from both Trump’s tweets and financial news. Extensive experiments have been conducted on the real-world U.S. stock market data to validate the effectiveness of our model and its interpretability in understanding the usability of Trump’s posts. Our proposed deep echoing model outperforms other baselines by achieving the best accuracy of 60.42% and obtains remarkable accumulated profits in a trading simulation, which confirms our assumption that Trump’s tweets contain indicative information for short-term market trends. Furthermore, we find that Trump’s tweets about trade and political events are more likely to be associated with short-term market movement, and it seems interesting that the impact would not degrade as time passes.

中文翻译：

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在股市与特朗普共舞

确定可能对股市趋势产生重大影响的关键因素始终被认为是至关重要的。最近，出现了一个有趣的现象，即特朗普总统在推特上的一些帖子可以在一段时间内飙升到股市的主导地位，尽管这方面的研究仍处于起步阶段。因此，在本文中，我们研究了这些新兴信息是否以及如何有助于提高股市预测的表现。具体来说，我们发现财经新闻与特朗普的市场相关推文的呼应强化效应可以影响市场走势——即特朗普的一些推文在短时间内直接影响股市，当影响力可能进一步加剧时它与其他财经新闻报道相呼应。沿着这条线，我们提出了一个深度信息回响模型来预测每小时的股市趋势，例如道琼斯工业平均指数的涨跌。特别是，为了对发现的回声强化影响进行建模，我们在顺序深度学习框架中设计了一个具有门控机制的新型信息回声模块，以从特朗普的推文和财经新闻中捕获融合知识。对真实世界的美国股市数据进行了广泛的实验，以验证我们的模型的有效性及其在理解特朗普帖子可用性方面的可解释性。我们提出的深度回声模型通过达到 60.42% 的最佳准确度优于其他基线，并在交易模拟中获得了显着的累积利润，这证实了我们的假设，即特朗普的推文包含短期市场趋势的指示性信息。此外，我们发现特朗普关于贸易和政治事件的推文更有可能与短期市场走势相关，而且这种影响不会随着时间的推移而减弱似乎很有趣。