News Aware Volatility Forecasting: Is the Content of News Important?

Calum S. Robertson Shlomo Geva Rodney Wolff

Published in: AusDM (2007)

Keyphrases

financial news
news articles
user generated content
news items
stock market
exchange rate
cross media
social media
news stories
garch model
news topics
news feeds
stock price
neural network
online news
keywords
news web sites
blog posts
news media
tv programs
broadcast news
multimedia content
recommender systems
metadata