Predicting stock market crisis via market indicators and mixed frequency investor sentiments.
Shan LuChenhui LiuZhensong ChenPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock market
- stock price
- stock exchange
- short term
- market prices
- financial markets
- financial data
- stock returns
- trading rules
- trading strategies
- stock trading
- sentiment analysis
- social media
- stock data
- financial time series
- stock index futures
- long term
- listed companies
- early warning
- news articles
- chinese stock market
- asset allocation
- portfolio optimization
- trading systems
- technical indicators
- stock market data
- neural network
- garch model
- sentiment classification
- decision support system