Constructing Financial Sentimental Factors in Korean Market Using Natural Language Processing
https://paperswithcode.com/paper/constructing-financial-sentimental-factors-in
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crawl a lot of news and comments from several influential financial websites automatically
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use techniques of Natural Language Processing(NLP) under Chinese context, including tokenization, Word2vec word embedding and semantic database WordNet, to compute Senti-scores of these news and comments, and then construct the sentimental factor
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implement an adjustment of the standard sentimental factor
We will proceed with the project by applying procedures 1 and 2 to the Korean market in the paper presented above.