Predicting stock market volatility based on textual sentiment: A nonlinear analysis

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Publication:5012735

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DOI10.1002/for.2777zbMath1479.62087OpenAlexW3156950864MaRDI QIDQ5012735

Chao Wang, Xue Gong, Xin Ye, Wei-Guo Zhang

Publication date: 25 November 2021

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2777

zbMATH Keywords

machine learning volatility prediction investors' community textual (investor) sentiment

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

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