Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices.
Shengkun WangYangxiao BaiTaoran JiKaiqun FuLinhan WangChang-Tien LuPublished in: CoRR (2023)
Keyphrases
- stock market
- financial time series
- monetary policy
- stock price
- market prices
- technical indicators
- exchange rate
- stock trading
- financial data
- short term
- stock data
- prediction accuracy
- stock market data
- stock index futures
- stock exchange
- chinese stock market
- financial markets
- garch model
- news articles
- stock returns
- historical data
- prediction algorithm
- turning points
- long term
- long run
- social media
- factors that influence
- factors affecting
- financial crisis