Leveraging social media news to predict stock index movement using RNN-boost.

Weiling Chen Chai Kiat Yeo Chiew Tong Lau Bu-Sung Lee

Published in: Data Knowl. Eng. (2018)

Keyphrases

social media
stock index
recurrent neural networks
user generated content
stock market
nearest neighbor
stock index futures
empirical analysis
garch model
real world events
trading systems
financial markets
social networks
stock exchange
news articles
stock price
information extraction
blog posts
keywords