A sentiment analysis approach to the prediction of market volatility.
Justina DeveikyteHelyette GemanCarlo PiccariAlessandro ProvettiPublished in: Frontiers Artif. Intell. (2022)
Keyphrases
- sentiment analysis
- stock price
- opinion mining
- stock market
- financial time series
- chinese stock market
- financial markets
- financial crisis
- sentiment classification
- text classification
- sentence level
- prediction accuracy
- text mining
- stock returns
- product reviews
- online reviews
- natural language processing
- public opinion
- rating prediction
- financial data
- neural network
- multi aspect
- sentiment words
- sentiment lexicon
- collective classification
- garch model
- exchange rate
- machine translation
- natural language
- information retrieval