Realised Volatility Forecasting with Word Embedding
The study presents FinText, a tool that enhances volatility forecasts using business news archives and identifies key phrases impacting volatility.
Featured in No. 40 on 13 Mar 2024 · 3 days after release
- Released
- 10 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4754276
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).