Volatility forecasting for stock market incorporating media reports, investors' sentiment, and attention based on MTGNN model
Bolin Lei, Yuping Song
| Year of publication: |
2024
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|---|---|
| Authors: | Lei, Bolin ; Song, Yuping |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1706-1730
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| Subject: | graph neural network | investor sentiment | limited attention | media reports | volatility forecasting | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Aktienmarkt | Stock market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108430