Enhancing Volatility Forecasting in Financial Markets: A General Numeral Attachment Dataset for Understanding Earnings Calls.
Ming-Xuan ShiChung-Chi ChenHen-Hsen HuangHsin-Hsi ChenPublished in: IJCNLP (2) (2023)
Keyphrases
- financial markets
- stock price
- technical indicators
- stock market
- exchange rate
- stock index
- financial time series
- stock returns
- early warning
- portfolio selection
- short term
- stock exchange
- market data
- garch model
- historical data
- stock index futures
- non stationary
- trading strategies
- agent based modeling
- foreign exchange
- association rules
- risk management
- news articles
- trading rules
- financial data
- investment strategies
- trading systems
- complex systems
- action recognition
- long term