An intraday market risk management approach based on textual analysis

Decision Support Systems

Volumn 50, Issue 4, 2011, Pages 680-691

  Groth, Sven S ^a   Muntermann, Jan ^b  

^a E Finance Lab Frankfurt   (Germany)

^b GOETHE UNIVERSITY   (Germany)

Author keywords

Corporate disclosures; Market risk management; Text mining

Indexed keywords

CLASSIFICATION PERFORMANCE; CORPORATE DISCLOSURES; DATA SETS; EMPIRICAL RESEARCH; EVALUATION METHOD; EVALUATION METRICS; EVALUATION RESULTS; FINANCIAL INSTITUTION; FINANCIAL RISK MANAGEMENT; FINANCIAL RISKS; K-NEAREST NEIGHBOURS; LEARNING CAPABILITIES; LEARNING TECHNIQUES; MARKET PARTICIPANTS; MARKET RISK MANAGEMENT; QUANTITATIVE MODELS; RISK EXPOSURE; SIMULATION-BASED; STOCK PRICE; STRUCTURED DATA; TEXT MINING; TEXTUAL ANALYSIS; TEXTUAL DATA; UNSTRUCTURED DATA; VOLATILE MARKETS;

COMMERCE; COSTS; DATA MINING; NEURAL NETWORKS; RISK ANALYSIS;

RISK MANAGEMENT;

EID: 79151477980     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2010.08.019     Document Type: Article

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