Predictive Power of Public Emotions as Extracted from Daily News Articles on the Movements of Stock Market Indices.
Chayanin WongIn-Young KoPublished in: WI (2016)
Keyphrases
- news articles
- predictive power
- stock market
- stock price
- financial news
- prediction accuracy
- logistic regression
- news stories
- stock exchange
- predictive accuracy
- short term
- online news
- investment strategies
- text documents
- news sites
- financial markets
- trading rules
- news events
- garch model
- stock index futures
- support vector