Browsing NHH Brage by Author "Berge, Martin"

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Prediction of Stock Market Volatility Utilizing Sentiment from News and Social Media Texts : A study on the practical implementation of sentiment analysis and deep learning models for predicting day-ahead volatility

Berge, Martin; Bessesen, Lars R. (Master thesis, 2022)

This thesis studies the impact of sentiment on the prediction of volatility for 100 of the largest stocks in the S&P500 index. The purpose is to find out if sentiment can improve the forecast of day-ahead volatility ...