A Multi-Method Survey on the Use of Sentiment Analysis in Multivariate Financial Time Series Forecasting

A Multi-Method Survey on the Use of Sentiment Analysis in Multivariate Financial Time Series Forecasting

In practice, time series forecasting involves the creation of models that generalize data from past values and produce future predictions. Moreover, regarding financial time series forecasting, it can be assumed that the procedure involves phenomena partly shaped by the social environment. Thus, the...

Full description

Bibliographic Details
Main Authors: Charalampos M. Liapis, Aikaterini Karanikola, Sotiris Kotsiantis
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Entropy
Subjects:
time series forecasting
machine learning
financial time series
sentiment analysis
FinBERT
multivariate
Online Access:https://www.mdpi.com/1099-4300/23/12/1603

Internet

https://www.mdpi.com/1099-4300/23/12/1603

Similar Items