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Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
15 references·0 citing·47 second hop
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References

  • 195317. A Value for n-Person Games6,944 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 2010When Does Investor Sentiment Predict Stock Returns?274 cited
  • 2017Can investor sentiment be a momentum time-series predictor? Evidence from China165 cited
  • 2016Investor sentiment, trading behavior and stock returns122 cited
  • 2016Random forests-based early warning system for bank failures95 cited
  • 2012Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy78 cited
  • 2011Investor sentiment in the Chinese stock market: an empirical analysis63 cited
  • 2020Stock index prediction based on wavelet transform and FCD‐MLGRU44 cited
  • 2020Institutional Investor Sentiment and Aggregate Stock Returns34 cited
  • 2022Predicting crowdfunding success with visuals and speech in video ads and text ads29 cited

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