Frattini, Andrea; Bianchini, Ilaria; Garzonio, Alessio; … - In: Risks : open access journal 10 (2022) 12, pp. 1-24
The aim of this paper is to introduce a two-step trading algorithm, named TI-SiSS. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely Sentiment and Popularity) provided by FinScience and based on relevant news spread on social media, we construct a...