Sentiment-aware volatility forecasting

• 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
• Institution: National University of Singapore

10.1016/j.knosys.2019.03.029