January 2024
Beginner
254 pages
9h 7m
English
V. Vijayalakshmi, Department of DSBS, Faculty of Engineering and Technology, SRM Institute of Science and Technology, Kattankulathur, Tamil Nadu, India
Financial data may have high volatile and also heteroskedasticity (heterogeneous variances). The GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) is one of the best models to work with heteroscedasticity issues. The financial news, social media data are creating impact on the prediction of future prices. Sentiment analysis is useful techniques to extract needed information for understanding of market behavior. In this chapter, sentiment analysis is applied on the Apple ...