Cargando…

A sentiment analysis approach to the prediction of market volatility

Prediction and quantification of future volatility and returns play an important role in financial modeling, both in portfolio optimisation and risk management. Natural language processing today allows one to process news and social media comments to detect signals of investors' confidence. We...

Descripción completa

Detalles Bibliográficos
Autores principales: Deveikyte, Justina, Geman, Helyette, Piccari, Carlo, Provetti, Alessandro
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9815756/
https://www.ncbi.nlm.nih.gov/pubmed/36620753
http://dx.doi.org/10.3389/frai.2022.836809