Forecasting Stock Market Volatility via Causal Reasoning

Abstract Studies have shown that Internet financial news has become an important reference for investors in investment behavior. In order to simulate trading experiments mimic the real stock market, this paper develops a volatility prediction model based on causal reasoning. It also gathers and cleans market data from Internet, such as opening price, closing change. The findings of study indicate level can be significantly influenced by online news. proposed analyze effects explainable manner.