Automatic Prediction of Stock Market Behavior Based on Time Series, Text Mining and Sentiment Analysis: A Systematic Review

2021 ◽  
Author(s):  
Noemi Pinto ◽  
Luciano da Silva Figueiredo ◽  
Ana Cristina Garcia
Keyword(s):  
Systematic Review ◽  
Time Series ◽  
Text Mining ◽  
Stock Market ◽  
Sentiment Analysis ◽  
Market Behavior ◽  
Behavior Based

scholarly journals Wavelet Variance, Covariance and Correlation Analysis of BSE and NSE Indexes Financial Time Series

2016 ◽  
Vol 1 (1) ◽  
pp. 26-33 ◽  
Author(s):  
Anuj Kumar ◽  
Sangeeta Pant ◽  
Lokesh Kumar Joshi
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Stock Market ◽  
Financial Time Series ◽  
Market Behavior ◽  
Financial Time ◽  
Index Data ◽  
Wavelet Variance ◽  
Cross Country

The mostly used measure to analyze the stock market behavior is wavelet correlation analysis. Cross-country correlations have been largely used to obtain a static estimate of the comovements of actual returns across country. In this paper wavelet based variance, covariance and correlation analysis of BSE and NSE indexes financial time series have been done using index data from April 1990 to March 2006.

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