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

International Journal of Theoretical and Applied Finance

Volumn 18, Issue 7, 2015, Pages

  Curme, Chester ^a   Stanley, H Eugene ^a   Vodenska, Irena ^b  

^a Boston University   (United States)

^b Boston University Metropolitan College   (United States)

Author keywords

logistic regression; News sentiments; singular value decomposition; time series analysis

Indexed keywords

EID: 84947486851     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024915500430     Document Type: Article

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