A sentiment analysis approach to the prediction of market volatility

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...

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Bibliographic Details
Main Authors: Justina Deveikyte, Helyette Geman, Carlo Piccari, Alessandro Provetti
Format: Article
Language:English
Published: Frontiers Media S.A. 2022-12-01
Series:Frontiers in Artificial Intelligence
Subjects:
sentiment analysis
Twitter
news analytics
volatility
topic modeling (LDA)
Online Access:https://www.frontiersin.org/articles/10.3389/frai.2022.836809/full

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