Applying Sentiment Analysis, Topic Modeling, and XGBoost to Classify Implied Volatility.
Farshid BalanejiDietmar MaringerPublished in: CIFEr (2022)
Keyphrases
- topic modeling
- sentiment analysis
- opinion mining
- text classification
- text mining
- topic models
- sentiment classification
- latent dirichlet allocation
- sentence level
- text documents
- product reviews
- sentiment lexicon
- information retrieval
- product features
- bag of words
- natural language processing
- information extraction
- user generated
- text corpora
- online reviews
- n gram
- collaborative filtering
- feature selection
- data mining
- labeled data
- knowledge discovery
- training data
- positive or negative
- search engine