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Analysis and Prediction About the Relationship of Foreign Exchange Market Sentiment and Exchange Rate Trend

  • Wanyu DuEmail author
  • Mengji Zhang
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 887)

Abstract

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.

Keywords

Text mining Supervised machine learning Sentiment analysis Behavior-economics 

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Management of Science and EngineeringDongbei University of Finance and EconomicsDalianChina

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