Developing market sentiment indicators for commodity price forecasting using machine learning

Developing market sentiment indicators for commodity price forecasting using machine learning

The objective of this study is to develop a market sentiment model for financial markets using machine learning, and to illustrate these methods using commodity price data. A market sentiment model may capture the fundamental and crowd psychology of the market, through a variable that uses positive...

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Bibliographic Details
Main Author: Sohail, Tariq
Other Authors: Boyd, Milton (Agribusiness and Agricultural Economics)
Published: 2017
Subjects:
artificial intelligence
market sentiment indicator
machine learning
autoregressive model
crude oil
forecasting
commodity prices
Python
Amazon Mechanical Turks
Beautiful Soup
Natural Language Toolkit
Mechanize
Online Access:http://hdl.handle.net/1993/32038

Internet

http://hdl.handle.net/1993/32038

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