no code implementations • 22 Oct 2021 • Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, João Gama, André C. P. L. F. de Carvalho
For such, market structure is modeled as a dynamic asset network by quantifying time-dependent co-movement of asset price returns across company constituents of major global market indices.
no code implementations • 3 Jul 2015 • Olga Kolchyna, Tharsis T. P. Souza, Philip Treleaven, Tomaso Aste
We present a new ensemble method that uses a lexicon based sentiment score as input feature for the machine learning approach.