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Words or numbers? : macroeconomic nowcasting with textual and macroeconomic data

Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: International journal of forecasting 40 (2024) 2, pp. 746-761

Persistent link: https://www.econbiz.de/10014547203

Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500

Knoll, Julian; Stübinger, Johannes; Grottke, Michael - 2017

Over the past 15 years,there have been a number of studies using text mining for predicting stock market data. Two …. However, these approaches either completely neglect interactions between the features extracted from the text, or they only …

Persistent link: https://www.econbiz.de/10011656152

Machine learning in bank merger prediction : a text-based approach

Katsafados, Apostolos G.; Leledakis, George N.; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 783-797

Persistent link: https://www.econbiz.de/10014456329

Measuring China's stock market sentiment

Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019

This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both conventional dictionary methods based on customized word...

Persistent link: https://www.econbiz.de/10012125620