Sentiment-aware volatility forecasting

Title
Sentiment-aware volatility forecasting
Authors
Keywords
Volatility modeling, Sentiment knowledge, Time series analysis, Variational neural networks, Financial text mining
Journal
KNOWLEDGE-BASED SYSTEMS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-03-28
DOI
10.1016/j.knosys.2019.03.029

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