Mining Firm-level Uncertainty in Stock Market: A Text Mining Approach.
Yukun LiuYilu ZhouZhihan YangJunhua ChenPublished in: PACIS (2023)
Keyphrases
- stock market
- text mining
- web mining
- short term
- stock price
- financial time series
- trading rules
- knowledge discovery
- information extraction
- data mining
- text documents
- natural language processing
- information technology
- stock trading
- text classification
- stock data
- topic models
- garch model
- long term
- listed companies
- stock index futures
- stock exchange
- machine learning
- financial markets
- portfolio optimization
- data analysis
- information retrieval
- financial news
- individual level
- financial data
- named entities
- frequent patterns
- non stationary
- stock returns