News Sentiment and Cryptocurrency Volatility

Contributions to Economics - Blockchain Economics and Financial Market Innovation ◽

10.1007/978-3-030-25275-5_7 ◽

2019 ◽

pp. 115-140

Author(s):

Serkan Cankaya ◽

Elcin Aykac Alp ◽

Mefule Findikci

Keyword(s):

Download Full-text

Evaluation of the Effect of News Sentiment on Stock Market and its Application to Investment Strategy

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.140.249 ◽

2020 ◽

Vol 140 (2) ◽

pp. 249-256

Author(s):

Daisuke Katayama ◽

Kazuhiko Tsuda

Keyword(s):

Stock Market ◽

Investment Strategy ◽

Download Full-text

Economic News, Sentiment, and Behavior

10.1007/978-3-658-11541-8 ◽

2016 ◽

Author(s):

Juliane A. Lischka

Keyword(s):

Economic News ◽

And Behavior ◽

Download Full-text

Is News Sentiment More than Just Noise?

SSRN Electronic Journal ◽

10.2139/ssrn.2520445 ◽

2014 ◽

Author(s):

Simon Jonas Alfano ◽

Stefan Feuerriegel ◽

Dirk Neumann

Keyword(s):

Download Full-text

The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach

Energy Economics ◽

10.1016/j.eneco.2021.105140 ◽

2021 ◽

Vol 95 ◽

pp. 105140

Author(s):

Yuze Li ◽

Shangrong Jiang ◽

Xuerong Li ◽

Shouyang Wang

Keyword(s):

Deep Learning ◽

Learning Approach ◽

Volatility Forecasting ◽

Data Decomposition ◽

Oil Futures ◽

Download Full-text

A Hybrid Approach of Bayesian Structural Time Series With LSTM to Identify the Influence of News Sentiment on Short-Term Forecasting of Stock Price

IEEE Transactions on Computational Social Systems ◽

10.1109/tcss.2021.3073964 ◽

2021 ◽

pp. 1-10

Author(s):

Paramita Ray ◽

Bhaswati Ganguli ◽

Amlan Chakrabarti

Keyword(s):

Time Series ◽

Stock Price ◽

Hybrid Approach ◽

Structural Time Series ◽

Structural Time ◽

Short Term Forecasting ◽

Download Full-text

Comparing SVM and KNN Algorithms for Myanmar News Sentiment Analysis System

Proceedings of 2020 the 6th International Conference on Computing and Data Engineering ◽

10.1145/3379247.3379293 ◽

2020 ◽

Author(s):

Thein Yu ◽

Khin Thandar Nwet

Keyword(s):

Sentiment Analysis ◽

Analysis System ◽

Download Full-text

Dynamic Connectedness between COVID-19 News Sentiment, Capital and Commodity Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3797881 ◽

2021 ◽

Author(s):

Nicholas Apergis ◽

Ioannis Chatziantoniou ◽

David Gabauer

Keyword(s):

Commodity Markets ◽

Download Full-text

News Sentiment and Cross-Country Fluctuations

SSRN Electronic Journal ◽

10.2139/ssrn.2730429 ◽

2016 ◽

Author(s):

Samuel P. Fraiberger

Keyword(s):

Cross Country ◽

Download Full-text

News Sentiment Impact Analysis (NSIA) Framework

Lecture Notes in Business Information Processing - Enterprise Applications, Markets and Services in the Finance Industry ◽

10.1007/978-3-319-52764-2_1 ◽

2017 ◽

pp. 1-16

Author(s):

Islam Qudah ◽

Fethi A. Rabhi

Keyword(s):

Impact Analysis ◽

Download Full-text

Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment

SSRN Electronic Journal ◽

10.2139/ssrn.3923559 ◽

2021 ◽

Author(s):

Ameet Kumar Banerjee ◽

Md Akhtaruzzaman ◽

Andreia Dionisio ◽

Dora Maria Almeida ◽

Ahmet Sensoy

Keyword(s):

Download Full-text