Nawaporn Wisitpongphan
King Mongkut's University of Technology North Bangkok

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Predicting stock price movement using effective Thai financial probabilistic lexicon Surinthip Sakphoowadon; Nawaporn Wisitpongphan; Choochart Haruechaiyasak
International Journal of Electrical and Computer Engineering (IJECE) Vol 11, No 5: October 2021
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijece.v11i5.pp4313-4324

Abstract

Predicting stock price fluctuation during critical events remains a big challenge for many researchers because the stock market is extremely vulnerable and sensitive during such time. Most existing works rely on various numerical data of related factors which can impact the stock price direction. However, very few research papers analyzed the effect of information appearing in financial news articles. In this paper, a novel probabilistic lexicon based stock market prediction (PLSP) algorithm is proposed to predict the direction of stock price movement. Our approach used the proposed thai financial probabilistic lexicon (ThaiFinLex) derived from Thai financial news and stock market historical prices. The PLSP development consists of three steps. Firstly, we constructed ThaiFinLex by extracting event terms from news articles and calculating their associated probability of increasing/decreasing values of stock prices. Then, event terms with bad prediction performance were filtered out. Finally, the stock price directions were predicted using the PLSP and the remaining effective event terms. Our results indicated that the proposed model can be used for predicting stock price movement. The performance is as high as 83.33% when PLSP is used to predict stocks from the financial sector.
Efficient email classification technique: a comparative study of header-only and full-content approaches Worawit Kitikusoun; Nawaporn Wisitpongphan
International Journal of Informatics and Communication Technology (IJ-ICT) Vol 15, No 2: June 2026
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijict.v15i2.pp665-673

Abstract

The purpose of this research is to explore efficient techniques and sufficient features for organizational email classification, with a focus on identifying emails that are not beneficial for work to reduce the burden of email management. This study proposes a novel approach by comparing the performance of using email header features (Header-Only) versus full email data (Header + Body), aiming to evaluate the accuracy and processing time of widely used machine learning algorithms, including Random Forest, SVM, KNN, XGBoost, and ANN. The experiment was conducted using the Enron dataset, with key features extracted from email headers such as sender and recipient addresses and from the body content. The results show that using only header information provides classification performance comparable to using full email content. In particular, models such as Random Forest, XGBoost, and LightGBM achieved accuracy exceeding 95%, while reducing processing time by up to 21.66% in the Random Forest model. It is evident that classifying emails using header-only features is both highly accurate and resource-efficient. This research offers practical guidance for organizations in developing effective email filtering systems without compromising classification quality.