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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Predictable markets? A news-driven model of the stock market
scientific article; zbMATH DE number 6935942

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    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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