A novel (U)MIDAS-SVR model with multi-source market sentiment for forecasting stock returns
Author:
Funder
Major Research Plan
Key Programme
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
http://link.springer.com/article/10.1007/s00521-019-04063-6/fulltext.html
Reference39 articles.
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3. Liu X, Ye Q (2016) The different impacts of news-driven and self-initiated search volume on stock prices. Inf Manag 53(8):997–1005
4. Oliveira N, Cortez P, Areal N (2016) Stock market sentiment lexicon acquisition using microblogging data and statistical measures. Decis Support Syst 85:62–73
5. Zakoian JM (1994) Threshold heteroskedastic models. J Econ Dyn Control 18(5):931–955
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