Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ‒ A Meta-Learning Approach
Textual analysis of news articles is increasingly important in predicting stock prices. Previous research has intensively utilized the textual analysis of news and other firmrelated documents in volatility prediction models. It has been demonstrated that the news may be related to abnormal stock...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Academy of Economic Studies of Bucharest
2018-02-01
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| Series: | Amfiteatru Economic |
| Subjects: | |
| Online Access: | http://www.amfiteatrueconomic.ro/temp/Article_2703.pdf |