On stock volatility forecasting based on text mining and deep learning under high‐frequency data (Q5012744): Difference between revisions
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Revision as of 17:21, 21 February 2024
scientific article; zbMATH DE number 7433705
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English | On stock volatility forecasting based on text mining and deep learning under high‐frequency data |
scientific article; zbMATH DE number 7433705 |
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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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