Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Machine Learning with FEARS index: does the inclusion of investor sentiment improve a machine learning model's ability to predict volatility?
The aim of this study is to determine whether the inclusion of investor sentiment allows machine learning methods to produce improved predictions of volatility in equity markets. Specifically, the investor sentiment measure is constructed as an index by using search volume data of different search t...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2025
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!