On Neural Forecasting and News Emotions: The Case of the Spanish Stock Market.
Sergio ConsoliMatteo NegriAmirhossein TebbifakhrElisa TosettiMarco TurchiPublished in: PKDD/ECML Workshops (2) (2021)
Keyphrases
- stock market
- financial time series
- short term
- financial news
- garch model
- stock index
- long term
- foreign exchange
- stock price
- stock exchange
- trading rules
- financial data
- technical indicators
- stock trading
- stock index futures
- stock market data
- listed companies
- financial markets
- question answering
- trading strategies
- exchange rate
- stock returns
- portfolio optimization
- non stationary
- neural network
- news articles
- keywords
- investment strategies
- trading systems