COUPLED NETWORK APPROACH TO PREDICTABILITY OF FINANCIAL MARKET RETURNS AND NEWS SENTIMENTS

DOI10.1142/S0219024915500430zbMath1337.62322OpenAlexW2214603282MaRDI QIDQ3460677

Chester Curme, Irena Vodenska, H. Eugene Stanley

Publication date: 8 January 2016

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024915500430

zbMATH Keywords

singular value decompositionlogistic regressiontime-series analysisnews sentiments

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (2)

Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamics ⋮ Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches

Uses Software

• Cytoscape
• astsa
• bootstrap

Cites Work

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• On the shortest spanning subtree of a graph and the traveling salesman problem
• Discovering bipartite substructure in directed networks
• SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Introduction to Econophysics

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