Realised Volatility Forecasting: Machine Learning via Financial Word Embedding.
Eghbal RahimikiaStefan ZohrenSer-Huang PoonPublished in: CoRR (2021)
Keyphrases
- machine learning
- stock market
- exchange rate
- financial time series
- stock price
- garch model
- foreign exchange
- stock index futures
- financial crisis
- financial markets
- short term
- financial data
- forecasting model
- co occurrence
- application of machine learning methods
- grey model
- early warning
- stock returns
- machine learning methods
- knowledge acquisition
- decision making
- learning algorithm
- trading systems
- natural language processing
- active learning
- machine learning algorithms
- word recognition
- information extraction
- stock exchange
- reinforcement learning
- pattern recognition
- n gram
- text classification
- financial forecasting
- decision trees
- word sense disambiguation
- chinese stock market
- natural language
- turning points
- computer science
- long term
- developed countries
- knowledge representation