Professor Justin Dejun Xie Delivers Research Seminar on ‘Sentiment Analysis Enhanced by MIDAS Sampling in Stock Volatility Prediction’

Release date:2024/04/12
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To actively implement our university’s research strategies of integrating into the social and economic development of the Greater Bay Area through high-quality interdisciplinary research, the Faculty of Business (FOB) successfully organized a research seminar titled ‘Sentiment Analysis Enhanced by MIDAS Sampling in Stock Volatility Prediction,’ delivered by Professor Justin Dejun Xie.


Professor Xie started with an engaging introduction to classic stock analysis, followed by an insightful discussion on the significance of sentiment analysis in portfolio pricing and management. Prof. Xie used practical and interesting examples illustrating how mixed-frequency sampling techniques, in combination with big data and AI approaches, could enhance the effectiveness of sentiment analysis.


The seminar concluded with an enthusiastic question-and-answer session, during which Professor Xie patiently addressed various inquiries from the audience and discussed challenges in the field. FOB remains committed to providing a practice-oriented research platform and collaboration opportunities for our students and faculty members.




 
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