Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets.
Anoop KumarSuresh DoddaNavin KamuniRajeev Kumar AroraPublished in: CoRR (2024)
Keyphrases
- financial markets
- machine learning
- stock market
- stock price
- portfolio selection
- exchange rate
- market data
- technical indicators
- agent based modeling
- data mining
- short term
- portfolio theory
- risk management
- reinforcement learning
- trading rules
- supervised learning
- information extraction
- knowledge representation
- data analysis
- individual level
- stock exchange
- decision making
- semi supervised learning
- natural language
- natural language processing
- financial time series
- information systems
- text classification
- artificial intelligence
- stock returns
- decision makers