Sentiment Proxies: Computing Market Volatility.
Stephen KellyKhurshid AhmadPublished in: IDEAL (2012)
Keyphrases
- stock price
- chinese stock market
- stock market
- financial markets
- sentiment analysis
- financial crisis
- stock returns
- opinion mining
- non stationary
- exchange rate
- stock exchange
- data sets
- search engine
- financial data
- market share
- foreign exchange
- information retrieval and extraction
- stock index futures
- positive or negative
- supply chain
- information extraction
- neural network