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On XLE Index Constituents' Social Media Based Sentiment Informing the Index Trend and Volatility Prediction.

Frédéric MaréchalDaniel StamateRapheal OlaniyanJiri Marek
Published in: ICCCI (2) (2018)
Keyphrases
  • social media
  • garch model
  • database
  • index structure
  • indexing method
  • social media data
  • query processing
  • information retrieval systems
  • prediction accuracy
  • sentiment analysis
  • b tree
  • indexing techniques
  • grey model