Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices

Shengkun Wang, Yangxiao Bai, Taoran Ji, Kaiqun Fu, Linhan Wang, Chang-Tien Lu. Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices. In Jingrui He, Themis Palpanas, Xiaohua Hu, Alfredo Cuzzocrea, Dejing Dou, Dominik Slezak, Wei Wang, Aleksandra Gruca, Jerry Chun-Wei Lin, Rakesh Agrawal 0001, editors, IEEE International Conference on Big Data, BigData 2023, Sorrento, Italy, December 15-18, 2023. pages 1863-1872, IEEE, 2023. [doi]

Abstract

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