Sentiment and stock market volatility predictive modelling - A hybrid approach.
Rapheal OlaniyanDaniel StamateLahcen OuarbyaDoina LogofatuPublished in: DSAA (2015)
Keyphrases
- stock market
- financial news
- stock index futures
- stock price
- garch model
- short term
- financial time series
- sentiment analysis
- chinese stock market
- stock exchange
- stock returns
- sentiment classification
- financial markets
- trading rules
- stock trading
- listed companies
- financial data
- stock index
- portfolio optimization
- stock data
- investment strategies
- long term
- technical indicators
- stock market data
- trading strategies
- non stationary