Sökning: "Arvid Gramer"

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  1. 1. Predicting Forex Rates using Sentiment Analysis on Financial Articles

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Arvid Gramer; Simon Danielsson; [2023]
    Nyckelord :Forex; efficient market hypothesis; sentiment analysis; transformer; long-short term memory; Business and Economics;

    Sammanfattning : We develop a deep learning model that uses financial news articles and historical exchange rates to predict the rate for the Euro/US Dollar currency pair one hour ahead. From the articles’ titles and bodies we extract sentiment scores using two different transformer based classifiers – one for short text and one for long text. LÄS MER