Sentiment-aware volatility forecasting

Sentiment-aware volatility forecasting

10.1016/j.knosys.2019.03.029

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Bibliographic Details
Main Authors: Xing, Frank Z, Cambria, Erik, Zhang, Yue
Other Authors: DEPARTMENT OF INFORMATION SYSTEMS AND ANALYTICS
Format: Article
Language:English
Published: ELSEVIER 2023
Subjects:
Science & Technology
Technology
Computer Science, Artificial Intelligence
Computer Science
Volatility modeling
Sentiment knowledge
Time series analysis
Variational neural networks
Financial text mining
TIME-SERIES
MODEL
OPTIONS
Online Access:https://scholarbank.nus.edu.sg/handle/10635/242030
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/242030

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