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Table 6 Textual Datasets feature

From: A novel multi-source information-fusion predictive framework based on deep neural networks for accuracy enhancement in stock market prediction

Features Description Abbreviation
Textual datasets   
Tweets from Twitter   
  A unique ID of the tweet  
 0. Tweet Sentiment Tweet sentiment TWS
 1. Tweet Subjectivity The separated subjectivity from the tweet TWS
 2. Tweet Polarity The separated polarity from the tweet TWP
 3. Favourite count Number of favourites per tweet TWF
 4. Retweet count Total number of retweets RTC
 5. Possible sensitive The sensitivity of the tweet (Boolean true/false) TPS
Financial web-news   
 6. News Sentiment Sentiment in news NWS
 7. News Subjectivity Separated subjectivity from news sentiments NWSS
 8. News Polarity Separated polarity from news sentiments NWP
 9. Shared number of sheared counts NSC
 10. Comments Total number of comments on the news by the public NCC
Forum discussions   
 11. Forum Sentiment Sentiment in forum discussions FMSS
 12. Forum Subjectivity Separated subjectivity from forum sentiments FMS
 13. Forum Polarity Separated polarity from forum sentiments FMP
 14. Forum Comments Total number of comments on a topic posted on a forum FMCC
Numerical datasets   
Search engine queries   
 15. Google Trend Index   GTI
Macroeconomic variable   
 16. Monetary Policy Rate MPR
 17. 91-Day Treasury Bill Interest Rate Equivalent TB91
 18. 182-Day Treasury Bill Interest Rate Equivalent TB182
 19. Inter-Bank Weighted Average IBWA
 20. Ghana Reference Rate GRR
 21. Average Commercial Banks Lending Rate ACBLR
 22. Average Savings Deposits Rate ASDR
 23. Average Time Deposits Rate: 3-Month ATDR
 24. Private Sector Credit PSC
 25. Capital Adequacy Ratio CAR
 26. Non-Performing Loans NPL
 27. Return on Equity (ROE)—After Tax ROE
 28. Return on Assets (ROA)—Before Tax ROA
 29. Core Liquid assets to total assets CLATA
 30. Core Liquid assets to short-term liabilities CLASTL
 31. Credit to Deposits (From Aug 2018, credit excl loans under receivership) CD
 32. Headline Inflation (%) Yearly Change HI
 33. Food Inflation (%) Yearly Change FI
 34. Non-Food Inflation (%) Yearly Change NFI
 35. Core Inflation (Adjusted for Energy & Utility) (%) Yearly Change CI
 36. Bank of Ghana Composite Index of Economic Activity (Nominal Growth) BoGCIEA1
 37. Bank of Ghana Composite Index of Economic Activity (Real Growth) BoGCIEA2
 38. International Cocoa Price (US$/Tonne)—Monthly Average ICP
 39. International Gold (US$/fine ounce)—Monthly Average IG
 40. International Brent Crude Oil (US$/Barrel)—Monthly Average IBC
 41. Gross International Reserves (In Million US$) GIR
 42. Net International Reserves (In Million US$) NIR
 43. Merchandise Exports (f.o.b) (In Million US$) ME
 44. Merchandise Imports (f.o.b) (In Million US$) MI
 45. Trade Balance (In Million US$) TB
 46. Currency outside banks (In Million Ghana Cedis) COB
 47. Demand deposits (In Million Ghana Cedis) DD
 48. Savings & Time deposits (In Million Ghana Cedis) STD
 49. Foreign currency deposits (In Million Ghana Cedis) FCD
 50. Reserve Money (RM) (In Million Ghana Cedis) RM
 51. Narrow Money (M1) (In Million Ghana Cedis) M1
 52. Broad Money (M2) (In Million Ghana Cedis) M2
 53. Total Liquidity (M2 +) (In Million Ghana Cedis) M2 + 
 54. Gross External Debt/GDP (%) GED
 55. Gross Domestic Debt/GDP (%) GDD
 56. Gross Public Debt/GDP (%) GPD
 57. Inter-Bank Exchange Rate—Month Average (GHC/US$) GHC-USD
 58. Inter-Bank Exchange Rate—Month Average (GHC/GBP) GHC-GBP
 59. Inter-Bank Exchange Rate—Month Average (GHC/EURO) GHC-EURO
Historical stock data   
 60. Year High YH
 61. Year Low YL
 62. Previous Closing Price PCP
 63. Opening Price OP
 64. Closing Price CP
 65. Price Change PC
 66. Closing Bid Price CBP
 67. Closing Offer Price COP
 68. Total Shares Traded TST
 69. Last Transaction Price LTP