On stock volatility forecasting based on text mining and deep learning under high‐frequency data (Q5012744): Difference between revisions
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Latest revision as of 16:38, 30 December 2024
scientific article; zbMATH DE number 7433705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stock volatility forecasting based on text mining and deep learning under high‐frequency data |
scientific article; zbMATH DE number 7433705 |
Statements
On stock volatility forecasting based on text mining and deep learning under high‐frequency data (English)
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25 November 2021
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high-frequency financial data
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LSTM model
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realized volatility
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sentiment factor
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text information
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