Choosing News Topics to Explain Stock Market Returns.
Paul GlassermanKriste KrstovskiPaul LaliberteHarry MamayskyPublished in: CoRR (2020)
Keyphrases
- stock market
- trading signals
- news topics
- trading rules
- short term
- stock price
- news articles
- stock exchange
- financial data
- financial markets
- financial time series
- stock trading
- stock returns
- stock index futures
- keywords
- stock data
- long term
- news events
- financial news
- news video
- web pages
- portfolio optimization
- market data
- natural language processing