Hedging via Opinion-based Pair Trading Strategy.

Ting-Wei Hsu Chung-Chi Chen Hen-Hsen Huang Meng Chang Chen Hsin-Hsi Chen

Published in: WWW (Companion Volume) (2020)

Keyphrases

sentiment analysis
pairwise
risk management
financial markets
option pricing
finer granularity
opinion mining and sentiment analysis
transaction costs
information systems
web services
clustering algorithm
case study
long term
decision support system
sentiment classification
exchange rate