Performance evaluation metric for statistical learning trading strategies
We analyze how the sentiment of financial news can be used to predict stock returns and build profitable trading strategies. Combining the textual analysis of financial news headlines and statistical methods, we build multi-class classification models to predict the stock return. The main contributi...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-12-01
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| Series: | Data Science in Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2024024 |
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