Choosing news topics to explain stock market returns.
Paul GlassermanKriste KrstovskiPaul LaliberteHarry MamayskyPublished in: ICAIF (2020)
Keyphrases
- stock market
- trading signals
- news topics
- trading rules
- short term
- stock price
- stock index futures
- stock exchange
- news articles
- financial data
- financial time series
- stock trading
- news video
- web pages
- financial news
- keywords
- stock data
- stock returns
- news events
- garch model
- portfolio optimization
- market data
- video sequences
- chinese stock market
- historical data
- recommender systems
- knn
- data mining
- financial markets