{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,20]],"date-time":"2025-12-20T21:59:05Z","timestamp":1766267945667,"version":"3.44.0"},"publisher-location":"New York, NY, USA","reference-count":18,"publisher":"ACM","license":[{"start":{"date-parts":[[2024,3,1]],"date-time":"2024-03-01T00:00:00Z","timestamp":1709251200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2024,3]]},"DOI":"10.1145\/3672919.3673007","type":"proceedings-article","created":{"date-parts":[[2024,7,24]],"date-time":"2024-07-24T12:39:43Z","timestamp":1721824783000},"page":"492-500","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":1,"title":["A Comparative Study of Multi-Factor Quantitative Investment Models Based on Investor Sentiment"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0009-0002-9131-3936","authenticated-orcid":false,"given":"Zihao","family":"Yin","sequence":"first","affiliation":[{"name":"School of Economics and Management, Beijing Jiaotong University, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0006-2353-6467","authenticated-orcid":false,"given":"Quanli","family":"Wang","sequence":"additional","affiliation":[{"name":"School of Economics and Management, Beijing Jiaotong University, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0001-4674-4350","authenticated-orcid":false,"given":"Wei","family":"Zhou","sequence":"additional","affiliation":[{"name":"School of Economics and Management, Beijing Jiaotong University, China"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9287-5095","authenticated-orcid":false,"given":"Huiyu","family":"Zhou","sequence":"additional","affiliation":[{"name":"School of Economics and Management, Beijing Jiaotong University, China"}]}],"member":"320","published-online":{"date-parts":[[2024,7,24]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1126\/science.1127647"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1145\/2347736.2347755"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.2307\/2328481"},{"key":"e_1_3_2_1_4_1","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177699147"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1989.1.4.541"},{"key":"e_1_3_2_1_7_1","unstructured":"Xie H. 2019. Improvement and application of LSTM in multi-factor quantitative investment model (Doctoral dissertation). Central University of Finance and Economics."},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.2307\/2325486"},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2006.00885.x"},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhu072"},{"key":"e_1_3_2_1_11_1","first-page":"7","article-title":"Recurrent neural networks approach to the financial forecast of Google assets","volume":"11","author":"Di Persio L.","year":"2017","unstructured":"Di Persio L. and Honchar O. 2017. Recurrent neural networks approach to the financial forecast of Google assets. International Journal of Mathematics and Computers in Simulation, 11, 7-13.","journal-title":"International Journal of Mathematics and Computers in Simulation"},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-019-04212-x"},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10586-017-0803-x"},{"key":"e_1_3_2_1_14_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.2517-6161.1996.tb02080.x"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2005.00503.x"},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.1080\/00401706.1970.10488635"},{"key":"e_1_3_2_1_17_1","volume-title":"Adam: A Method for Stochastic Optimization Computer. Sciencce.","author":"Kingma D. P.","year":"2014","unstructured":"Kingma D. P. and Ba. J. 2014. Adam: A Method for Stochastic Optimization Computer. Sciencce."},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1992.tb04398.x"}],"event":{"name":"CSAIDE 2024: 2024 3rd International Conference on Cyber Security, Artificial Intelligence and Digital Economy","acronym":"CSAIDE 2024","location":"Nanjing China"},"container-title":["Proceedings of the 2024 3rd International Conference on Cyber Security, Artificial Intelligence and Digital Economy"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3672919.3673007","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3672919.3673007","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,8,22]],"date-time":"2025-08-22T16:34:44Z","timestamp":1755880484000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3672919.3673007"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,3]]},"references-count":18,"alternative-id":["10.1145\/3672919.3673007","10.1145\/3672919"],"URL":"https:\/\/doi.org\/10.1145\/3672919.3673007","relation":{},"subject":[],"published":{"date-parts":[[2024,3]]},"assertion":[{"value":"2024-07-24","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}