Items Authored/Edited by Olaniyan, Rapheal
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Number of items: 7.
2021
Olaniyan, Rapheal.
2021.
Applied Natural Language Processing and Machine Learning in Algorithmic Trading.
Doctoral thesis, Goldsmiths, University of London
[Thesis]
Olaniyan, Rapheal; Stamate, Daniel and Pu, Ida.
2021.
'A Two-Step Optimised BERT-Based NLP Algorithm for Extracting Sentiment from Financial News'.
In: IFIP International Conference on Artificial Intelligence Applications and Innovations. Hersonissos, Crete, Greece 25–27 June 2021.
[Conference or Workshop Item]
2019
Olaniyan, Rapheal; Stamate, Daniel; Pu, Ida; Zamyatin, Alexander; Vashkel, Anna and Marechal, Frederic.
2019.
'Predicting S&P 500 based on its constituents and their social media derived sentiment'.
In: 11th International Conference on Computational Collective Intelligence ICCCI 2019. Hendaye, France 4-6 September 2019.
[Conference or Workshop Item]
2018
Marechal, Frederic; Stamate, Daniel; Olaniyan, Rapheal and Marek, Jiri.
2018.
'On XLE index constituents’ social media based sentiment
informing the index trend and volatility prediction'.
In: 10th International Conference on Computational Collective Intelligence (ICCCI 2018). Bristol, United Kingdom.
[Conference or Workshop Item]
2015
Murtagh, Fionn; Olaniyan, Rapheal and Stamate, Daniel.
2015.
'A novel statistical and machine learning hybrid approach to predicting S&P500 using sentiment analysis'.
In: 8th International Conference of the ERCIM Working Group on Computational and Methodological Statistics. Senate House, University of London, United Kingdom.
[Conference or Workshop Item]
Olaniyan, Rapheal; Stamate, Daniel; Ouarbya, Lahcen and Logofatu, Doina.
2015.
'Sentiment and stock market volatility predictive modelling - A hybrid approach'.
In: 2015 IEEE International Conference on Data Science and Advanced Analytics (DSAA). Paris, France.
[Conference or Workshop Item]
Olaniyan, Rapheal; Stamate, Daniel and Logofatu, Doina.
2015.
'Social Web-based Anxiety Index's Predictive
Information on S&P 500 Revisited'.
In: SLDS 2015: 3rd International Syposium on Statistical Learning and Data Sciences. Royal Holloway UoL, Egham, United Kingdom.
[Conference or Workshop Item]