Stock market and securities index prediction using artificial intelligence: A systematic review

H Singh, M Malhotra - Multidisciplinary Reviews, 2024 - malque.pub
The recognition of the value and importance of recognizing patterns in the stock market is
widely accepted. As a result, using innovative decision-making strategies is expected to lead …

Study on the sentimental influence on Indian stock price

RR Varghese, BR Mohan - Heliyon, 2023 - cell.com
The rapidly increasing scientific research on the stock market and the visible impact of
media on equity prices are nowadays in limelight. To a greater extent, causal analysis can …

The Impact of Sentiment Indices on the Stock Exchange—The Connections between Quantitative Sentiment Indicators, Technical Analysis, and Stock Market

FC Dumiter, F Turcaș, ȘA Nicoară, C Bențe, M Boiță - Mathematics, 2023 - mdpi.com
The stock market represents one of the most complex mechanisms in the financial world. It
can be seen as a living being with complex ways to enact, interact, evolve, defend, and …

Social sentiment and impact in US equity market: an automated approach

JA Nuñez-Mora, RA Mendoza-Urdiales - Social Network Analysis and …, 2023 - Springer
In this study, a database of approximately 50 million tweets was used for the estimation of
the positive and negative sentiment factors for 2557 companies operating in US stock …

Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps

A Cretarola, G Figà‐Talamanca… - … Stochastic Models in …, 2024 - Wiley Online Library
With the availability of social networks, specialized forums, and online news, sentiment
analysis has become a common and useful technique for the analysis of economic and …

Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

A Bâra, IA Georgescu, SV Oprea, MP Cristescu - IEEE Access, 2024 - ieeexplore.ieee.org
In this paper, we mainly investigate three variables from the price volatility point of view:
Brent crude oil, S&P500 and Bitcoin (BTCUSD), aiming to underline the impact of price …

Option pricing in a sentiment-biased stochastic volatility model

A Cretarola, G Figà-Talamanca, M Patacca - Annals of Finance, 2024 - Springer
This paper presents a Markov-modulated stochastic volatility model that captures the
dependency of market regimes on investor sentiment. The main contribution lies in …

The S&P 500 sectoral indices responses to economic news sentiment

MA Madani - International Journal of Finance & Economics - Wiley Online Library
This study explores the dynamic relationship between economic news sentiment and the US
stock market using a non‐linear empirical framework. The analysis focuses on both sectoral …

Assessing the Impact of Climate and Environmental News on Financial Markets

B Guardabascio, M Patacca… - … and Statistical Methods …, 2024 - books.google.com
Assessing the Impact of Climate and Environmental News on Financial Markets Page 178
Assessing the Impact of Climate and Environmental News on Financial Markets Gianna Figa-Talamanca1 …

Assessing the Impact of Climate and Environmental News on Financial Markets

G Figà-Talamanca, A Fronzetti Colladon… - … and Statistical Methods …, 2024 - Springer
Assessing the Impact of Climate and Environmental News on Financial Markets | SpringerLink
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