Impact of public news sentiment on stock market index return and volatility

DOI10.1007/s10287-023-00454-2OpenAlexW3208404603MaRDI QIDQ6067198

Michele Costola, Gianluca Anese, Marco Corazza, Loriana Pelizzon

Publication date: 14 December 2023

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/63339

zbMATH Keywords

NLPstock marketinvestor sentimentdictionaryLSTM neural networksS\&P 500public financial news

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Predicting mortgage early delinquency with machine learning methods

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