Industry Momentum Strategy Based on Text Mining in the Japanese Stock Market.
Yuya KimuraKei NakagawaPublished in: IIAI-AAI (2022)
Keyphrases
- stock market
- text mining
- trading strategies
- short term
- financial time series
- trading rules
- stock price
- stock exchange
- stock trading
- investment strategies
- financial news
- financial markets
- stock index futures
- financial data
- natural language processing
- stock data
- data mining
- knowledge discovery
- text documents
- information extraction
- long term
- stock returns
- topic models
- text classification
- listed companies
- garch model
- machine learning
- document clustering
- data analysis
- stock market data
- foreign exchange