On stock volatility forecasting based on text mining and deep learning under high‐frequency data (Q5012744)
From MaRDI portal
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)
0 references
25 November 2021
0 references
high-frequency financial data
0 references
LSTM model
0 references
realized volatility
0 references
sentiment factor
0 references
text information
0 references
