Forecasting the IBEX-35 Stock Index Using Deep Learning and News Emotions.
Sergio ConsoliMatteo NegriAmirhossein TebbifakhrElisa TosettiMarco TurchiPublished in: LOD (2021)
Keyphrases
- deep learning
- stock index
- stock market
- empirical analysis
- portfolio management
- stock exchange
- stock price
- financial markets
- garch model
- news articles
- trading systems
- machine learning
- financial time series
- unsupervised learning
- short term
- mental models
- portfolio selection
- weakly supervised
- non stationary
- portfolio optimization
- exchange rate
- long term
- keywords
- sar images
- feature vectors
- reinforcement learning
- multiscale
- computer vision