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Full-Text Articles in Computer Engineering
Comparative Study Of Sentiment Analysis With Product Reviews Using Machine Learning And Lexicon-Based Approaches, Heidi Nguyen, Aravind Veluchamy, Mamadou Diop, Rashed Iqbal
Comparative Study Of Sentiment Analysis With Product Reviews Using Machine Learning And Lexicon-Based Approaches, Heidi Nguyen, Aravind Veluchamy, Mamadou Diop, Rashed Iqbal
SMU Data Science Review
In this paper, we present a comparative study of text sentiment classification models using term frequency inverse document frequency vectorization in both supervised machine learning and lexicon-based techniques. There have been multiple promising machine learning and lexicon-based techniques, but the relative goodness of each approach on specific types of problems is not well understood. In order to offer researchers comprehensive insights, we compare a total of six algorithms to each other. The three machine learning algorithms are: Logistic Regression (LR), Support Vector Machine (SVM), and Gradient Boosting. The three lexicon-based algorithms are: Valence Aware Dictionary and Sentiment Reasoner (VADER), Pattern, …
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater
SMU Data Science Review
The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …