Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
type: Item
instance of: scholarly article
title: Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
zbMATH Open document ID: 1455.91237
author: Betül Kalaycı
author: Ayşe Özmen
author: Gerhard-Wilhelm Weber
published in: Annals of Operations Research
publication date: 2021-01-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7290955
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: parameter estimation
zbMATH Keywords: economics
zbMATH Keywords: neurofinance
zbMATH Keywords: behavioral finance
zbMATH Keywords: investor sentiment
zbMATH Keywords: MARS
MaRDI profile type: Publication
full work available at URL: s10479-020-03757-8
OpenAlex ID: W3048946217
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DOI: 10.1007/S10479-020-03757-8
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description: scientific article; zbMATH DE number 7290955