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Long-term stock index forecasting based on text mining of regulatory disclosures
16 references·11 citing·35 second hop
Long-term stock index forecasting based on text mining of regulatory disclosures (2018)Long-term stock index forecasting based o…Textual Analysis in Accounting and Finance: A Survey (2016)Textual Analysis in Accountin…Does Academic Research Destroy Stock Return Predictability? (2015)Does Academic Research Destro…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Tests of Conditional Predictive Ability (2006)Tests of Conditional Predicti…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A hybrid ARIMA and support ve…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyForecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Forecasting principles and practiceForecasting principles and pr…ADVANCED PREDICTIVE ANALYTICS FOR COMPREHENSIVE RISK ASSESSMENT IN FINANCIAL MARKETS: STRATEGIC APPLICATIONS AND SECTOR-WIDE IMPLICATIONS (2024)ADVANCED PREDICTIVE ANALYTICS…Which product description phrases affect sales forecasting? An explainable AI framework by integrating WaveNet neural network models with multiple regression (2023)Which product description phr…Forecasting movements of stock time series based on hidden state guided deep learning approach (2023)Forecasting movements of stoc…Using Market News Sentiment Analysis for Stock Market Prediction (2022)Using Market News Sentiment A…A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method (2022)A Novel Ensemble Learning App…Data Science for Economics and Finance (2021)Data Science for Economics an…Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources (2021)Big data and portfolio optimi…Detecting a Risk Signal in Stock Investment Through Opinion Mining and Graph-Based Semi-Supervised Learning (2020)Detecting a Risk Signal in St…Forecasting stock price movements with multiple data sources: Evidence from stock market in China (2019)Forecasting stock price movem…Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market (2019)Buzzwords build momentum: Glo…Bank risk aggregation with forward-looking textual risk disclosures (2019)Bank risk aggregation with fo…Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)In Search of Attention (2011)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • n.d.Forecasting principles and practice4,364 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2004

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A hybrid ARIMA and support vector machines model in stock price forecasting
1,000 cited

Cited by

  • 2022A Novel Ensemble Learning Approach for Stock Market Prediction Based on Sentiment Analysis and the Sliding Window Method79 cited
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  • 2023Forecasting movements of stock time series based on hidden state guided deep learning approach59 cited
  • 2019Forecasting stock price movements with multiple data sources: Evidence from stock market in China57 cited
  • 2023Which product description phrases affect sales forecasting? An explainable AI framework by integrating WaveNet neural network models with multiple regression45 cited
  • 2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources44 cited
  • 2022Using Market News Sentiment Analysis for Stock Market Prediction43 cited
  • 2021Data Science for Economics and Finance42 cited
  • 2019Bank risk aggregation with forward-looking textual risk disclosures30 cited
  • 2020Detecting a Risk Signal in Stock Investment Through Opinion Mining and Graph-Based Semi-Supervised Learning26 cited
  • 2024ADVANCED PREDICTIVE ANALYTICS FOR COMPREHENSIVE RISK ASSESSMENT IN FINANCIAL MARKETS: STRATEGIC APPLICATIONS AND SECTOR-WIDE IMPLICATIONS25 cited