Behavioural Economics Approach: Using Investors Sentiment Indicator for Financial Markets Forecasting.
Marius LiutvinaviciusJelena ZubovaVirgilijus SakalauskasPublished in: Balt. J. Mod. Comput. (2017)
Keyphrases
- financial markets
- exchange rate
- early warning
- stock market
- technical indicators
- short term
- sentiment analysis
- financial time series
- stock price
- market data
- portfolio selection
- sentiment classification
- foreign exchange
- agent based modeling
- long term
- trading strategies
- risk management
- garch model
- stock exchange
- trading rules
- forecasting model
- investment strategies
- portfolio theory
- stock returns
- non stationary
- open source
- long run
- text classification
- association rules
- knowledge base