Sentiment Analysis on Twitter to Improve Time Series Contextual Anomaly Detection for Detecting Stock Market Manipulation

Author(s):  
Koosha Golmohammadi ◽  
Osmar R. Zaiane
2021 ◽  
pp. 353-367
Author(s):  
Dakshinamoorthy Karthikeyan ◽  
Babu Aravind Sivamani ◽  
Pavan Kalyan Tummala ◽  
Chamundeswari Arumugam

2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai

2015 ◽  
Vol 11 (1) ◽  
pp. 13
Author(s):  
Elfa Rafulta ◽  
Roni Tri Putra

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.


2020 ◽  
Author(s):  
Pathikkumar Patel ◽  
Bhargav Lad ◽  
Jinan Fiaidhi

During the last few years, RNN models have been extensively used and they have proven to be better for sequence and text data. RNNs have achieved state-of-the-art performance levels in several applications such as text classification, sequence to sequence modelling and time series forecasting. In this article we will review different Machine Learning and Deep Learning based approaches for text data and look at the results obtained from these methods. This work also explores the use of transfer learning in NLP and how it affects the performance of models on a specific application of sentiment analysis.


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