A sentiment analysis approach to the prediction of market volatility
Prediction and quantification of future volatility and returns play an important role in financial modeling, both in portfolio optimisation and risk management. Natural language processing today allows one to process news and social media comments to detect signals of investors' confidence. We...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-12-01
|
| Series: | Frontiers in Artificial Intelligence |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2022.836809/full |