Sentiment analysis is done in NLP ipynb-notebook.
Volatility modeling is available in garch-zero and garch-arima r-files.
Metrics.py is used to get metrics(RMSE, MAPE, SMAPE) for final volatility models evaluation with and without news information.
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Sentiment analysis of financial news in Russian and application of it's results in volatility modeling
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avsayapin/NewsSentimentMOEX
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Sentiment analysis of financial news in Russian and application of it's results in volatility modeling
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