Advanced Text Mining Methods for the Financial Markets and Forecasting of Intraday Volatility
The flow of information in financial markets is covered in two parts.An high-order estimator of intraday volatility is introduced in order to boost risk forecasts.Over the last decade, text mining of news and its application to finance were a vibrant topic of research as well as in the finance industry. This thesis develops a coherent approach to financial text mining that can be utilized for automated trading.
|Year of publication:||
|Authors:||Pieper, Michael J.|
|Subject:||Text Mining News Financial Volatility|
|Type of publication:||Book / Working Paper|
|Type of publication (narrower categories):||Thesis|
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