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- W2951661519 abstract "This research contrasts and compares the state-of-the-art techniques of the two approaches within the domain of news sentiment analysis, as well as, investigates a novel document encoding representation of the 'TF-IDF momentum matrix'. The presented lexicon-based methodology is centred around Loughran & McDonald financial sentiment word lists and reaches 86.4% explained stock momentum variance, whereas the classification approach follows a thematic analysis pipeline implementing Latent Dirichlet Allocation and achieves that of 94.8%. As an additional element of model evaluation, the research implements Thermal Optimal Path method which relies on a dynamic programming approach for performance optimisation." @default.
- W2951661519 created "2019-06-27" @default.
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- W2951661519 date "2019-08-26" @default.
- W2951661519 modified "2023-09-27" @default.
- W2951661519 title "Determining Lead-Lag Structure between Sentiment Index and Stock Price Returns" @default.
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- W2951661519 doi "https://doi.org/10.1145/3387168.3389115" @default.
- W2951661519 hasPublicationYear "2019" @default.
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