An ensemble model for stock index prediction based on media attention and emotional causal inference
Juanjuan Wang, Shujie Zhou, Wentong Liu, Lin Jiang
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Juanjuan ; Zhou, Shujie ; Liu, Wentong ; Jiang, Lin |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 1998-2020
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| Subject: | causality analysis | direct transfer entropy | GDELT dataset | multivariate time series | stock price prediction | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Entropie | Entropy | Theorie | Theory | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015110350