<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>Studies have shown that Internet financial news has become an important reference for investors in investment behavior. In order to simulate trading experiments that mimic the real stock market, this paper develops a stock volatility prediction model based on causal reasoning. It also gathers and cleans news and stock market data from the Internet, such as opening price, closing price, and change. The findings of the study indicate that the level of stock market volatility can be significantly influenced by online financial news. The proposed model can analyze the effects of news and stock market data in an explainable manner.</p>
</abstract>

Studies have shown that Internet financial news has become an important reference for investors in investment behavior. In order to simulate trading experiments that mimic the real stock market, this paper develops a stock volatility prediction model based on causal reasoning. It also gathers and cleans news and stock market data from the Internet, such as opening price, closing price, and change. The findings of the study indicate that the level of stock market volatility can be significantly influenced by online financial news. The proposed model can analyze the effects of news and stock market data in an explainable manner.

Forecasting Stock Market Volatility via Causal Reasoning

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

{"article-title":"Forecasting Stock Market Volatility via Causal Reasoning"}

Studies have shown that Internet financial news has become an important reference for investors in investment behavior. In order to simulate trading...

Forecasting Stock Market Volatility via Causal Reasoning

Online veröffentlicht: 25. Sept. 2023

Seitenbereich: 3305 - 3322

Eingereicht: 28. Juli 2023

Akzeptiert: 24. Aug. 2023

DOI: https://doi.org/10.2478/amns.2023.2.01131

Schlüsselwörter
Causal Inference, Summary Generation, Sentiment Value Calculation, Stock Volatility Prediction

© 2023 Dan Yang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Forecasting Stock Market Volatility via Causal Reasoning

Online veröffentlicht: 25. Sept. 2023

Seitenbereich: 3305 - 3322

Eingereicht: 28. Juli 2023

Akzeptiert: 24. Aug. 2023

DOI: https://doi.org/10.2478/amns.2023.2.01131

SchlüsselwörterCausal Inference, Summary Generation, Sentiment Value Calculation, Stock Volatility Prediction

© 2023 Dan Yang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Schlüsselwörter
Causal Inference, Summary Generation, Sentiment Value Calculation, Stock Volatility Prediction