Detecting Causal Links between Financial News and Stocks

Qu, Haizhou and Kazakov, Dimitar Lubomirov orcid.org/0000-0002-0637-8106 (2019) Detecting Causal Links between Financial News and Stocks. In: Proceedings of IEEE Conference on Computational Intelligence for Financial Engineering and Economics:(CIFEr 2019). 2019 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, 04 May 2019 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics . IEEE , CHN , pp. 156-163.

Abstract

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Authors/Creators:
Keywords: financial forecasting,financial news,stock prices,Granger causality,Artificial Intelligence,Economics, Econometrics and Finance (miscellaneous)
Dates:
  • Accepted: 14 February 2019
  • Published: 11 July 2019
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Computer Science (York)
Depositing User: Pure (York)
Date Deposited: 19 Mar 2019 09:40
Last Modified: 05 Aug 2021 09:00
Published Version: https://doi.org/10.1109/CIFEr.2019.8759058
Status: Published
Publisher: IEEE
Series Name: IEEE Symposium on Computational Intelligence for Financial Engineering and Economics
Refereed: No
Identification Number: https://doi.org/10.1109/CIFEr.2019.8759058

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