Investigating the Relationship Between Romanian Financial News and Closing Prices from the Bucharest Stock Exchange.
Ioan-Bogdan IordacheAna Sabina UbanCatalin StoeanLiviu P. DinuPublished in: LREC (2022)
Keyphrases
- financial news
- stock exchange
- stock market
- market prices
- stock price
- stock trading
- dow jones
- short term
- financial data
- financial time series
- transaction costs
- financial markets
- market data
- news feeds
- long term
- garch model
- dynamic pricing
- non stationary
- co occurrence
- historical data
- portfolio management
- optimal policy
- feature vectors
- information retrieval