Work

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

Year: 2021

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3895272

Authors: Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon

Institutions: University of Manchester, University of Oxford, The Alan Turing Institute

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: Alliance Manchester Business School, University of Manchester

OpenAlex ID: W3187548022

Cites: 81

Cited by: 19

Related to: 10