Enhanced news sentiment analysis using deep learning methods
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DOI: 10.1007/s42001-019-00035-x
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- Wei Bao & Jun Yue & Yulei Rao, 2017. "A deep learning framework for financial time series using stacked autoencoders and long-short term memory," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-24, July.
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- Ali Lashgari, 2023. "Assessing Text Mining and Technical Analyses on Forecasting Financial Time Series," Papers 2304.14544, arXiv.org.
- Amartya Chakraborty & Sunanda Bose, 2020. "Around the world in 60 days: an exploratory study of impact of COVID-19 on online global news sentiment," Journal of Computational Social Science, Springer, vol. 3(2), pages 367-400, November.
- Park, Jeongeun & Yang, Donguk & Kim, Ha Young, 2023. "Text mining-based four-step framework for smart speaker product improvement and sales planning," Journal of Retailing and Consumer Services, Elsevier, vol. 71(C).
- Yupeng Cao & Zhi Chen & Qingyun Pei & Fabrizio Dimino & Lorenzo Ausiello & Prashant Kumar & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024. "RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data," Papers 2404.07452, arXiv.org.
- Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021. "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers 2103.09750, arXiv.org.
- Aaryan Gupta & Vinya Dengre & Hamza Abubakar Kheruwala & Manan Shah, 2020. "Comprehensive review of text-mining applications in finance," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-25, December.
- Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Ryosuke Gotoh, 2024. "Analyzing the influence of web search behavior on electricity market price: a case study of Japan electric power exchange," Journal of Computational Social Science, Springer, vol. 7(1), pages 837-876, April.
- 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).
- Prajwal Eachempati & Praveen Ranjan Srivastava, 2021. "Accounting for unadjusted news sentiment for asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(3), pages 383-422, May.
- Bledar Fazlija & Pedro Harder, 2022. "Using Financial News Sentiment for Stock Price Direction Prediction," Mathematics, MDPI, vol. 10(13), pages 1-20, June.
- Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023.
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Computational Management Science, Springer, vol. 20(1), pages 1-36, December.
- Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021. "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series 322, Leibniz Institute for Financial Research SAFE.
- Anna Ruelens, 2022. "Analyzing user-generated content using natural language processing: a case study of public satisfaction with healthcare systems," Journal of Computational Social Science, Springer, vol. 5(1), pages 731-749, May.
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Keywords
Sentiment analysis; Deep learning; Forecasting;All these keywords.
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