News will tell : forecasting foreign exchange rates based on news story events in the economy calendar
Hamed Naderi Semiromi, Stefan Lessmann, Wiebke Peters
| Year of publication: |
2020
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|---|---|
| Authors: | Semiromi, Hamed Naderi ; Lessmann, Stefan ; Petersen, Wiebke |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-12
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| Subject: | Time series forecasting | Financial news | Machine learning | Text mining | Sentiment extraction | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Ankündigungseffekt | Announcement effect | Künstliche Intelligenz | Artificial intelligence | Prognose | Forecast | Börsenkurs | Share price | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101181 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654984