The Efficiency of USD/TW FX Market -----Quantifying News Materials with Sentiment Analysis
碩士 === 國立政治大學 === 國際經營與貿易學系 === 107 === This study uses quantified news materials as a measure of market sentiment in order to test the efficiency of USD/NTD FX market. By quantifying FX rate related news materials with ANTUSD sentiment lexicon, news sentiment can be transformed into numeric variabl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z3qr74 |