Finding Sentiment in Noise: Non-linear Relationships Between Sentiment and Financial Markets

Zeyan Zhao, Stephen Kelly, Khurshid Ahmad. Finding Sentiment in Noise: Non-linear Relationships Between Sentiment and Financial Markets. In Hujun Yin, Yang Gao 0001, Songcan Chen, Yimin Wen, Guoyong Cai, Tianlong Gu, Junping Du, Antonio J. Tallón-Ballesteros, Min-Ling Zhang, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2017 - 18th International Conference, Guilin, China, October 30 - November 1, 2017, Proceedings. Volume 10585 of Lecture Notes in Computer Science, pages 580-591, Springer, 2017. [doi]

Abstract

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