Predictable markets? A news-driven model of the stock market (Q4586443)
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scientific article; zbMATH DE number 6935942
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| English | Predictable markets? A news-driven model of the stock market |
scientific article; zbMATH DE number 6935942 |
Statements
Predictable markets? A news-driven model of the stock market (English)
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13 September 2018
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stock market
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market dynamics
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return predictability
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news analysis
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language patterns
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investor behavior
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herding
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business cycle
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sentiment evolution
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reference sentiment level
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volatility
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return distribution
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Ising
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agent-based models
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price feedback
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nonlinear dynamical systems
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0.7574549317359924
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0.7449900507926941
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0.7364677786827087
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0.7346189618110657
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0.7285365462303162
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