Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs : A Machine Learning Approach
Year of publication: |
[2023]
|
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Authors: | Di Francesco, Tommaso ; Hommes, Cars H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Spekulation | Speculation | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Finanzmarkt | Financial market | Anlageverhalten | Behavioural finance | Erwartungsbildung | Expectation formation | Börsenkurs | Share price | Rationale Erwartung | Rational expectations | Agentenbasierte Modellierung | Agent-based modeling | Lernprozess | Learning process | CAPM |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 26, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4429858 [DOI] |
Classification: | C63 - Computational Techniques ; D84 - Expectations; Speculations ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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