Information fusion of stock prices and sentiment in social media using Granger causality

Jintak Park, Henry Leung, King Ma. Information fusion of stock prices and sentiment in social media using Granger causality. In 2017 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems, MFI 2017, Daegu, Korea (South), November 16-18, 2017. pages 614-619, IEEE, 2017. [doi]

Abstract

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