Browsing NHH Brage by Author "Henriksen, Rolf Tynning"
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News Sentiment in Volatility predictions : Exploring the effect of news sentiment on stock volatility using machine learning regression models
Hagan, Jacob; Henriksen, Rolf Tynning (Master thesis, 2022)In this thesis, we explore how sentiment from financial news could affect stock volatility. Using financial data from the S&PlO0, volatility data from the Volatility Index (VIX) and sentiment data collected with web ...