Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices.
Shengkun WangYangxiao BaiTaoran JiKaiqun FuLinhan WangChang-Tien LuPublished in: BigData (2023)
Keyphrases
- stock market
- financial time series
- monetary policy
- stock price
- technical indicators
- market prices
- exchange rate
- stock trading
- chinese stock market
- stock exchange
- garch model
- stock market data
- stock index futures
- historical data
- financial data
- prediction accuracy
- stock data
- short term
- financial markets
- turning points
- social media
- prediction algorithm
- stock returns
- factors that influence
- long run
- factors affecting
- prediction error
- news articles
- prediction model
- named entities
- non stationary