Learning to trade on sentiment
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DOI: 10.1007/s12197-021-09565-5
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Cited by:
- Gianluca Anese & Marco Corazza & Michele Costola & Loriana Pelizzon, 2023.
"Impact of public news sentiment on stock market index return and volatility,"
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.
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More about this item
Keywords
Deep learning; Long short term memory neural network; Trading strategy; Sentiment analysis;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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