Coupled network approach to predictability of financial market returns and news sentiments
Chester Curme and H. Eugene Stanley; Irena Vodenska
| Year of publication: |
2015
|
|---|---|
| Authors: | Curme, Chester ; Stanley, H. Eugene ; Vodenska, Irena |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 7, p. 1-26
|
| Subject: | News sentiments | time-series analysis | logistic regression | singular value decomposition | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätzung | Estimation | Deutschland | Germany | Dekompositionsverfahren | Decomposition method | Emotion | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis | Mediale Berichterstattung | Media coverage |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403951