Using company-specific headlines and convolutional neural networks to predict stock fluctuations
Crossref DOI link: https://doi.org/10.1007/s00521-021-06324-9
Published Online: 2021-07-29
Published Print: 2021-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Readshaw, Jonathan
Giani, Stefano http://orcid.org/0000-0002-8190-9958
Text and Data Mining valid from 2021-07-29
Version of Record valid from 2021-07-29
Article History
Received: 16 August 2019
Accepted: 8 July 2021
First Online: 29 July 2021
Declarations
:
: The authors declare that they have no conflict of interest.