Predicting Stock Price Falls Using News Data: Evidence from the Brazilian Market
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DOI: 10.1007/s10614-020-10060-y
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Cited by:
- Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).
- Arvind Kumar Sinha & Pradeep Shende, 2024. "Uncertainty Optimization Based Feature Selection Model for Stock Marketing," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 357-389, January.
- Aparna Gupta & Vipula Rawte & Mohammed J. Zaki, 2024. "Predicting Firm Financial Performance from SEC Filing Changes Using Automatically Generated Dictionary," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 307-334, July.
- Ahmed R. M. Alsayed, 2023. "Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1107-1123, October.
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Keywords
Text mining; Brazilian Portuguese news; Brazilian stock market; Price forecasting; Machine learning algorithms;All these keywords.
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