More than just noise? Examining the information content of stock microblogs on financial markets.
Ting LiJan van DalenPieter Jan van ReesPublished in: J. Inf. Technol. (2018)
Keyphrases
- information content
- financial markets
- stock price
- stock market
- trading systems
- technical indicators
- mutual information
- stock exchange
- stock data
- historical data
- non stationary
- normal form
- semantic similarity
- short term
- stock returns
- risk management
- artificial intelligence
- social media
- natural language
- databases
- financial data
- financial time series
- data mining
- investment strategies
- attribute values
- image classification
- long term
- portfolio theory