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
id sg-nus-scholar.10635-242030
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spelling sg-nus-scholar.10635-2420302023-11-01T09:02:49Z Sentiment-aware volatility forecasting Xing, Frank Z Cambria, Erik Zhang, Yue DEPARTMENT OF INFORMATION SYSTEMS AND ANALYTICS TEMASEK LABORATORIES 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 10.1016/j.knosys.2019.03.029 KNOWLEDGE-BASED SYSTEMS 176 68-76 2023-06-15T02:25:23Z 2023-06-15T02:25:23Z 2019-07-15 2023-06-06T02:48:42Z Article Xing, Frank Z, Cambria, Erik, Zhang, Yue (2019-07-15). Sentiment-aware volatility forecasting. KNOWLEDGE-BASED SYSTEMS 176 : 68-76. ScholarBank@NUS Repository. https://doi.org/10.1016/j.knosys.2019.03.029 0950-7051,1872-7409 https://scholarbank.nus.edu.sg/handle/10635/242030 en ELSEVIER Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic 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
spellingShingle 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
Xing, Frank Z
Cambria, Erik
Zhang, Yue
Sentiment-aware volatility forecasting
description 10.1016/j.knosys.2019.03.029
author2 DEPARTMENT OF INFORMATION SYSTEMS AND ANALYTICS
author_facet DEPARTMENT OF INFORMATION SYSTEMS AND ANALYTICS
Xing, Frank Z
Cambria, Erik
Zhang, Yue
format Article
author Xing, Frank Z
Cambria, Erik
Zhang, Yue
author_sort Xing, Frank Z
title Sentiment-aware volatility forecasting
title_short Sentiment-aware volatility forecasting
title_full Sentiment-aware volatility forecasting
title_fullStr Sentiment-aware volatility forecasting
title_full_unstemmed Sentiment-aware volatility forecasting
title_sort sentiment-aware volatility forecasting
publisher ELSEVIER
publishDate 2023
url https://scholarbank.nus.edu.sg/handle/10635/242030
_version_ 1781793527046340608

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