Stress index strategy enhanced with financial news sentiment analysis for the equity markets.
Baptiste LefortEric BenhamouJean-Jacques OhanaDavid SaltielBeatrice GuezThomas JacquotPublished in: CoRR (2024)
Keyphrases
- sentiment analysis
- financial news
- opinion mining
- stock market
- sentiment classification
- text classification
- multi aspect
- sentence level
- online reviews
- product features
- sentiment lexicon
- neural network
- natural language processing
- hong kong
- user generated
- real world
- text mining
- machine learning
- product reviews
- cross domain
- positive or negative
- public opinion
- short term
- natural language
- information retrieval