Predicting exchange rates with sentiment indicators: An empirical evaluation using text mining and multilayer perceptrons.
Sven F. CroneChristian KoeppelPublished in: CIFEr (2014)
Keyphrases
- multilayer perceptron
- text mining
- exchange rate
- sentiment analysis
- information retrieval and extraction
- neural network
- foreign exchange
- artificial neural networks
- text classification
- radial basis function
- back propagation
- information retrieval
- neural network model
- text documents
- currency exchange
- hidden layer
- natural language processing
- information extraction
- long run
- commonly applied
- topic models
- knowledge discovery
- risk aversion
- activation function
- stock price
- named entities
- radial basis function network
- data analysis
- data mining
- machine learning
- feedforward neural networks
- knn
- nearest neighbor
- neuro fuzzy models