Investigating Timing and Impact of News on the Stock Market.

Simone Merello Andrea Picasso Ratto Yukun Ma Luca Oneto Erik Cambria

Published in: ICDM Workshops (2018)

Keyphrases

stock market
financial news
short term
financial time series
trading rules
stock index futures
stock price
stock exchange
financial data
news articles
stock trading
financial markets
listed companies
stock data
stock returns
long term
keywords
neural network
technical indicators
stock market data
garch model