Predicting Daily Trends in the Lima Stock Exchange General Index Using Economic Indicators and Financial News Sentiments.
Adrian UlloaSoledad EspezuaJulio VillavicencioOscar MirandaEdwin VillanuevaPublished in: SIMBig (2021)
Keyphrases
- financial news
- stock market
- stock exchange
- stock price
- financial data
- news feeds
- chinese stock market
- investment strategies
- short term
- news articles
- financial time series
- non stationary
- garch model
- stock trading
- financial markets
- portfolio optimization
- probabilistic model
- dow jones
- sentiment analysis
- news stories
- search engine
- option pricing
- information extraction