Predictable markets? A news-driven model of the stock market
نویسندگان
چکیده
منابع مشابه
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 amodel of stockmarket dynamics which we study both empirically and theoretically. We demonstrate that this model replicates observed market behavior on all relevant timescales (from da...
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ژورنال
عنوان ژورنال: Algorithmic Finance
سال: 2015
ISSN: 2157-6203,2158-5571
DOI: 10.3233/af-150042