Will sentiment of forex news effect forecast of the RMB exchange rate?: POSTER.
Zhou ChengJixiang WangTianmei QiJunfeng ZhaoZhihong WangYi GuoYu ZhouPublished in: CF (2019)
Keyphrases
- exchange rate
- foreign exchange
- stock price
- currency exchange
- financial news
- long run
- news articles
- risk aversion
- financial time series
- user comments
- sentiment classification
- real world events
- social media
- sentiment analysis
- stock market
- online news
- machine learning
- opinion mining
- financial markets
- optimal policy
- knowledge discovery
- dynamic programming
- long term
- search algorithm
- keywords