Predicting macro-financial instability : how relevant is sentiment? : evidence from long short-term memory networks
Dalel Kanzari, Mohamed Sahbi Nakhli, Brahim Gaies, Jean-Michel Sahut
| Year of publication: |
2023
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|---|---|
| Authors: | Kanzari, Dalel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Sahut, Jean-Michel |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-18
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| Subject: | Investor sentiment | Artificial intelligence | Business cycle theory | Deep learning | Financial instability | Neural network | Künstliche Intelligenz | Neuronale Netze | Neural networks | Konjunkturtheorie | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101912 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014436130