Ensembles of Text and Time-Series Models for Automatic Generation of Financial Trading Signals from Social Media Content
Event studies in finance have focused on traditional news headlines to assess the impact an event has on a traded company. The increased proliferation of news and information produced by social media content has disrupted this trend. Although researchers have begun to identify trading opportunities...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-07-01
|
| Series: | Journal of Intelligent Systems |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/jisys-2017-0567 |