A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
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DOI: 10.1016/j.jfineco.2021.06.002
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More about this item
Keywords
Investor sentiment; Behavioral finance; Return predictability; Machine learning; Deep learning; Big data;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
Statistics
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