Prediction of Stock Prices with Sentiment Fusion and SVM Granger Causality.
Jintak ParkKing MaHenry LeungPublished in: DASC/PiCom/DataCom/CyberSciTech (2019)
Keyphrases
- stock price
- financial time series
- stock market
- financial news
- support vector machine svm
- granger causality
- stock exchange
- support vector
- multivariate time series
- non stationary
- historical data
- financial data
- support vector machine
- news articles
- financial markets
- error correction
- knn
- exchange rate
- natural language processing
- long term