Market Forecasting by Variable Selection of Indicators and Emotion Scores from Text Data

Abstract

The size of financial markets has become huge, research on mechanisms is becoming more critical, and research is progressing. In addition to research on financial market modelling, there have been increasing attempts to clarify the mechanism of the Financial Markets Commission by associating markets with events that occur outside the market. Therefore, in this study, we investigate the effects of factors outside the market on exchange rates and consider the mechanisms necessary to consider the effects of automatic trading. We propose an analysis method for automatic trading of foreign exchange that considers external and internal factors in the market.