ISSN: 2265-6294

XG BOOST MODEL - BASED ALPHA, SIGNAL PREDICTION USING MICROBOLOGGING DATA FROM SOCIAL MEDIA

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M. Amareshwar , K. Shivani, B.V. Krishna Sai , U. Nagaraj

Abstract

Alpha signals, also referred to as excess returns, play a crucial role in assessing the performance of a financial asset compared to the overall market benchmark. The ability to predict alpha signals holds immense value accurately and promptly for investors and financial analysts, as it can greatly influence portfolio optimization and risk management decisions. However, traditional methods of alpha signal prediction, which heavily rely on historical financial data, have their limitations in capturing real-time market sentiments and changes.

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