Cargando…
Sentiment correlation in financial news networks and associated market movements
In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement on the sentiment and performance of other companies from the same or even different sectors. In this paper, we apply NLP...
Autores principales: | Wan, Xingchen, Yang, Jie, Marinov, Slavi, Calliess, Jan-Peter, Zohren, Stefan, Dong, Xiaowen |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2021
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7862280/ https://www.ncbi.nlm.nih.gov/pubmed/33542292 http://dx.doi.org/10.1038/s41598-021-82338-6 |
Ejemplares similares
-
Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
por: Nagy, Peer, et al.
Publicado: (2023) -
Financial market sentiment and stock return during the COVID-19 pandemic
por: Bai, Chenjiang, et al.
Publicado: (2023) -
The impact of African swine fever news sentiment on the Korean meat market
por: Soon, Byung Min, et al.
Publicado: (2023) -
Financial Market Sentiment Prediction Technology and Application Based on Deep Learning Model
por: Guo, Yixuan
Publicado: (2022) -
Can news-based economic sentiment predict bubbles in precious metal markets?
por: Maghyereh, Aktham, et al.
Publicado: (2022)