RePEcLLMs & Text
Online Investor Sentiment and Stock Market Risk
Machine learning techniques like extreme gradient boosting and random forest are more accurate in predicting the aggregated stock market risk premium based on online investor sentiment than traditional linear models.
Featured in No. 70 on 17 Oct 2024 · on release day
- Released
- 17 Oct 2024
- First featured
- No. 70 · 17 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
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- Identifier
- RePEc:gam:jmathe:v:12:y:2024:i:20:p:3192-:d:1497063
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).