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Researchers and practitioners have attempted to predict the financial market by analyzing textual (e.g., news articles and social media) and numeric data (e.g., hourly stock prices, and moving averages). Among textual data, while many papers have been published that analyze social media, news content has gained limited attention in predicting the stock market. Acknowledging that news is critical in predicting the stock market, the focus of this systematic review is on papers investigating machine learning and text mining techniques to predict the stock market using news. Using Kitchenham's methodology, we present a systematic review of the literature on intelligent financial market prediction, examining data mining and machine learning approaches and the employed datasets. From five digital libraries, we identified 61 studies from 2015–2022 for synthesis and interpretation. We present notable gaps and barriers to predicting financial markets, then recommend future research scopes. Various input data, including numerical (stock prices and technical indicators) and textual data (news text and sentiment), have been employed for news-based stock market prediction. News data collection can be costly and time-consuming: most studies have used custom crawlers to gather news articles; however, there are financial news databases available that could significantly facilitate news collection. Furthermore, although most datasets have covered fewer than 100K records, deep learning and more sophisticated artificial neural networks can process enormous datasets faster, improving future model performance. There is a growing trend toward using artificial neural networks, particularly recurrent neural networks and deep learning models, from 2018 to 2021. Furthermore, regression and gradient-boosting models have been developed for stock market prediction during the last four years. Although word embedding approaches for feature representation have been employed recently with good accuracy, emerging language models may be a focus for future research. Advanced natural language processing methods like transformers have undeniably contributed to intelligent stock market prediction. However, stock market prediction has not yet taken full advantage of them. • Emerging articles (2015–2021) on news-based stock market prediction are reviewed. • There is a growing trend toward using news headlines for stock market prediction. • Recurrent neural networks are advantageous models for stock market prediction. • Stock market prediction not fully took advantage of Natural language processing yet. • Quarterly and annual reports of companies are authorized credible data sources. [ABSTRACT FROM AUTHOR]

• Three datasets are merged to build a larger, more diversified spam dataset. • Data balancing is done using SmoteTomek and NearMiss data resampling techniques. • Proposed Hard and Soft voting ensemble models for performance improvement. • Several DL approaches are experimented with GloVe and FastText word embeddings. • Proposed FCB-SA hybrid DL approach outperformed other DL approaches. Cybercriminals use social media platforms to disseminate spam, misleading facts, fake news, and malicious links. Blocking such deceptive social media spam is essential. However, extracting relevant features from social networks is challenging due to privacy and time constraints. Traditional frequency-based word representation techniques are time-consuming and inefficient in producing contextual word vectors. Word embeddings and deep learning models have recently shown good results in text classification. Also, most existing approaches assumed balanced class distribution, which is false for most real-world datasets. In this paper, an attempt is made to advance the performance of the social spam detection system by leveraging dataset balancing, advanced word embedding techniques, machine learning, and deep learning approaches with the self-attention mechanism. In the proposed framework, the datasets are balanced using NearMiss and SmoteTomek techniques to feed several machine-learning models. Later, the baseline ML models and proposed voting-based ensemble models are evaluated on imbalanced and balanced datasets. For the proposed deep learning-based hybrid approaches, embeddings are generated using GloVe and FastText word embeddings on the balanced combined dataset and passed into the deep neural network comprised of Conv1D and Bi-directional recurrent neural network layers with the self-attention mechanism for improved context understanding and effective results. This study examines hybrid approaches for detecting social spam using imbalanced social network data and picks the optimum combination. Besides, Machine learning ensembles, word embeddings, deep learning with hyper-parameter optimization, and a self-attention method are compared thoroughly. Experiments and comparisons with other techniques show that the proposed hybrid framework with deep learning-based approaches achieves better performance. [ABSTRACT FROM AUTHOR]