On stock volatility forecasting based on text mining and deep learning under high-frequency data (Q5012744)
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scientific article; zbMATH DE number 7433705
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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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 |
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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0.8011244535446167
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0.7803699374198914
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0.7393156886100769
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0.7310260534286499
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