Sentiment-aware volatility forecasting.
Frank Z. XingErik CambriaYue ZhangPublished in: Knowl. Based Syst. (2019)
Keyphrases
- exchange rate
- garch model
- financial time series
- sentiment analysis
- stock market
- grey model
- stock price
- foreign exchange
- short term
- sentiment classification
- weather forecasting
- opinion mining
- multivariate time series
- support vector regression
- forecasting model
- non stationary
- financial crisis
- positive or negative
- stock returns
- exponential smoothing
- chinese stock market
- medium term
- stock index futures
- financial markets
- long term
- financial data
- forecast models
- polarity classification
- crude oil
- neural network
- cross domain
- natural language