Leveraging BERT to Improve the FEARS Index for Stock Forecasting

Linyi Yang, Ruihai Dong, Tin Lok James Ng, Yang Xu


Anthology ID:
W19-5509
Volume:
Proceedings of the First Workshop on Financial Technology and Natural Language Processing
Month:
August
Year:
2019
Address:
Macao, China
Editors:
Chung-Chi Chen, Hen-Hsen Huang, Hiroya Takamura, Hsin-Hsi Chen
Venue:
FinNLP
SIG:
Publisher:
Note:
Pages:
54–60
Language:
URL:
https://aclanthology.org/W19-5509
DOI:
Bibkey:
Cite (ACL):
Linyi Yang, Ruihai Dong, Tin Lok James Ng, and Yang Xu. 2019. Leveraging BERT to Improve the FEARS Index for Stock Forecasting. In Proceedings of the First Workshop on Financial Technology and Natural Language Processing, pages 54–60, Macao, China.
Cite (Informal):
Leveraging BERT to Improve the FEARS Index for Stock Forecasting (Yang et al., FinNLP 2019)
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PDF:
https://aclanthology.org/W19-5509.pdf