SA Stock Market Volatility Prediction
Newspapers-based macroeconomic attention indexes and news sentiment index improve stock market volatility prediction in South Africa, according to a study using machine learning.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:gam:jmathe:v:11:y:2023:i:6:p:1371-:d:1094820
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