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

Description
Summary:	10.1016/j.knosys.2019.03.029