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Sentiment analysis with FinBERT: enhancing bitcoin return prediction via the ARMAX-GARCH model

Sentiment analysis with FinBERT: enhancing bitcoin return prediction via the ARMAX-GARCH model
Sentiment analysis with FinBERT: enhancing bitcoin return prediction via the ARMAX-GARCH model
Hu, Jiawei
79001cc3-fc21-4b35-9c0b-541dfcf3bc9b
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Atkins, Adam
4d9e8f5a-d5fa-415b-91cf-537a723822ad
Hu, Jiawei
79001cc3-fc21-4b35-9c0b-541dfcf3bc9b
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Atkins, Adam
4d9e8f5a-d5fa-415b-91cf-537a723822ad

Hu, Jiawei, Nunes, Manuel and Atkins, Adam (2025) Sentiment analysis with FinBERT: enhancing bitcoin return prediction via the ARMAX-GARCH model. Finance and Business Analytics Conference, , Thessaloniki, Greece. 11 - 13 Jun 2025.

Record type: Conference or Workshop Item (Paper)

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More information

Accepted/In Press date: May 2025
Published date: 11 June 2025
Venue - Dates: Finance and Business Analytics Conference, , Thessaloniki, Greece, 2025-06-11 - 2025-06-13

Identifiers

Local EPrints ID: 500872
URI: http://eprints.soton.ac.uk/id/eprint/500872
PURE UUID: ead65571-02a1-4213-abb6-35d1f89083d6
ORCID for Manuel Nunes: ORCID iD orcid.org/0000-0002-7116-5502

Catalogue record

Date deposited: 14 May 2025 16:52
Last modified: 15 May 2025 02:06

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Contributors

Author: Jiawei Hu
Author: Manuel Nunes ORCID iD
Author: Adam Atkins

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