Machine learning in predicting stock indexes : the role of online stock forum sentiment in MIDAS model
Lei Wang, Zhong-Chao Zhao and Yin-Che Weng
| Year of publication: |
2024
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| Authors: | Wang, Lei ; Zhao, Zhong-Chao ; Weng, Yin-Che |
| Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 31.2024, 4, p. 618-637
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| Subject: | Investor sentiment index | MIDAS model | shanghai composite index | stock market prediction | web crawler | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Künstliche Intelligenz | Artificial intelligence | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Shanghai | Prognose | Forecast | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/16081625.2023.2215234 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014560743