Analysis and Prediction About the Relationship of Foreign Exchange Market Sentiment and Exchange Rate Trend
This paper aims at finding the relationship between the market sentiment and the market trend in the foreign exchange market, and predicting the future trend of the market in a specific time period. We analyze the market sentiment through the broadcast news, and use the polynomial naïve byes model to classify the sentiment of the news. We set several time windows, and use time series analysis to predict the future market trend within the time window.
KeywordsText mining Supervised machine learning Sentiment analysis Behavior-economics
- 9.You, J.-X.: Spiral of silence: media emotion and asset mispricing of new capacity by 2012 (9): 13 Google Scholar