Can Online Emotions Predict the Stock Market in China?
Zhenkun ZhouJichang ZhaoKe XuPublished in: CoRR (2016)
Keyphrases
- stock market
- listed companies
- monetary policy
- short term
- chinese stock market
- financial time series
- financial data
- stock price
- stock exchange
- stock returns
- trading rules
- stock data
- stock index futures
- online learning
- financial markets
- stock trading
- financial news
- portfolio optimization
- long term
- garch model
- technical indicators
- foreign exchange
- neural network
- trading strategies
- empirical analysis