A Generative Adversarial Network-Based Investor Sentiment Indicator: Superior Predictability for the Stock Market

A Generative Adversarial Network-Based Investor Sentiment Indicator: Superior Predictability for the Stock Market

Investor sentiment has a profound impact on financial market volatility; however, it is difficult to accurately capture the complex nonlinear relationships among sentiment proxies with the existing methods. In this study, we propose a novel investor sentiment indicator, <i>S<sup>GAN</...

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Bibliographic Details
Main Authors: Shiqing Qiu, Yang Wang, Zong Ke, Qinyan Shen, Zichao Li, Rong Zhang, Kaichen Ouyang
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Mathematics
Subjects:
investor sentiment
generative adversarial networks (GANs)
dimensionality reduction
return predictability
financial mathematics
Online Access:https://www.mdpi.com/2227-7390/13/9/1476
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