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Harvesting Social Media Sentiments for Stock Index Prediction.

MingWei LimChai Kiat Yeo
Published in: CCNC (2020)
Keyphrases
  • social media
  • stock exchange
  • stock market
  • financial time series
  • stock index
  • stock index futures
  • prediction model
  • stock price
  • garch model
  • social networks
  • user generated content
  • empirical analysis