no code implementations • 21 Jun 2019 • Joshua Zoen Git Hiew, Xin Huang, Hao Mou, Duan Li, Qi Wu, Yabo Xu
On the other hand, by combining with the other two commonly-used methods when it comes to building the sentiment index in the financial literature, i. e., the option-implied and the market-implied approaches, we propose a more general and comprehensive framework for the financial sentiment analysis, and further provide convincing outcomes for the predictability of individual stock return by combining LSTM (with a feature of a nonlinear mapping).