Volatility Prediction using Financial Disclosures Sentiments with Word Embedding-based IR Models

Navid Rekabsaz, Mihai Lupu, Artem Baklanov, Alexander Duer, Linda Andersson, Allan Hanbury. Volatility Prediction using Financial Disclosures Sentiments with Word Embedding-based IR Models. In Regina Barzilay, Min-Yen Kan, editors, Proceedings of the 55th Annual Meeting of the Association for Computational Linguistics, ACL 2017, Vancouver, Canada, July 30 - August 4, Volume 1: Long Papers. pages 1712-1721, Association for Computational Linguistics, 2017. [doi]

Abstract

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