Predictable markets? A news-driven model of the stock market

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and theoretically. We...

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Bibliographische Detailangaben

Hauptverfasser:	Gusev, Maxim, Kroujiline, Dimitri, Govorkov, Boris, Sharov, Sergey V, Ushanov, Dmitry, Zhilyaev, Maxim
Format:	Artikel
Sprache:	eng
Schlagworte:	Physics - Physics and Society Quantitative Finance - General Finance
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