Stock-bond Yield Correlation Analysis based on Natural Language Processing.
Yueyue XuYing KongJianwu LinPublished in: INDIN (2021)
Keyphrases
- correlation analysis
- natural language processing
- information extraction
- natural language
- correlation coefficient
- machine learning
- regression analysis
- spatial autocorrelation
- computational linguistics
- stock market
- cluster analysis
- text mining
- factor analysis
- wordnet
- knowledge representation
- stock price
- artificial intelligence
- data analysis
- information retrieval
- option pricing
- maximum likelihood
- data sets