Applying BERT to analyze investor sentiment in stock market.
Menggang LiWenrui LiFang WangXiaojun JiaGuangwei RuiPublished in: Neural Comput. Appl. (2021)
Keyphrases
- stock market
- financial news
- stock price
- financial time series
- short term
- trading rules
- financial markets
- financial data
- stock exchange
- stock trading
- sentiment analysis
- stock returns
- stock index futures
- listed companies
- portfolio optimization
- foreign exchange
- empirical analysis
- long term
- garch model
- stock data
- sentiment classification
- text classification