A Novel Way to Build Stock Market Sentiment Lexicon.
Yangcheng LiuFawaz E. AlsaadiPublished in: ICDS (2019)
Keyphrases
- stock market
- sentiment lexicon
- sentiment analysis
- opinion mining
- automatic construction
- short term
- stock exchange
- stock price
- financial time series
- trading rules
- stock index futures
- financial news
- financial data
- product reviews
- financial markets
- stock trading
- stock data
- stock returns
- stock market data
- information bottleneck method
- neural network
- sentiment words
- sentiment classification
- garch model
- text classification