Capturing investor sentiment: Advancing predictability in finance with computer science approaches
Auteurs
L. Gao, D. Kampas, and K. Rinne
Référence
in proceedings of the 20th IEEE International Conference on Business Informatics (CBI 2018), Vienna, Austria, 11-13 July 2018, vol. 2, pp. 97-99, 2018
Description
This discussion paper reviews both finance and computer science literature on sentiment. The toolset for addressing the sentiment analysis problem in computer science goes beyond methods commonly used in finance literature. The broader toolset of computer science has potential to improve the performance of sentiment measurement and predictability in financial markets.
