most citedA Sentiment Analysis Approach to the Prediction of Market Volatility

9 citations · 9 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.ST2020★ 9 cited

A Sentiment Analysis Approach to the Prediction of Market Volatility

Justina Deveikyte, Helyette Geman, Carlo Piccari +1

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language p…