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This thesis compares the performance of various models that measure the relationship between news and stock price correlations. These models are analysed when they are applied on the different datasets. One dataset contains social media news while the other dataset contains news flows provided by Thomson Reuters. These datasets have consequently different characteristics. Social media news are much more dynamic, since it allows a wide range of audience an easy and fast access to gain and share information. On the other hand the news flow doesn't spread as widely and quickly as the social media news flow. As a result of the different characteristics of these datasets, there is not one overall best performing model but one best performing model for each dataset.
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This thesis compares the performance of various models that measure the relationship between news and stock price correlations. These models are analysed when they are applied on the different datasets. One dataset contains social media news while the other dataset contains news flows provided by Thomson Reuters. These datasets have consequently different characteristics. Social media news are much more dynamic, since it allows a wide range of audience an easy and fast access to gain and share information. On the other hand the news flow doesn't spread as widely and quickly as the social media news flow. As a result of the different characteristics of these datasets, there is not one overall best performing model but one best performing model for each dataset.
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- VerlagAV Akademikerverlag
- Erscheinungsdatum2015
- ISBN 10 3639844769
- ISBN 13 9783639844764
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten116
- Kontakt zum HerstellerNicht verfügbar
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Financial Correlation Modelling Using News and Social Media Data
Verlag:
AV Akademikerverlag Jul 2015, 2015
ISBN 10: 3639844769
ISBN 13: 9783639844764
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Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
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Taschenbuch. Zustand: Neu. Neuware -This thesis compares the performance of various models that measure the relationship between news and stock price correlations. These models are analysed when they are applied on the different datasets. One dataset contains social media news while the other dataset contains news flows provided by Thomson Reuters. These datasets have consequently different characteristics. Social media news are much more dynamic, since it allows a wide range of audience an easy and fast access to gain and share information. On the other hand the news flow doesn¿t spread as widely and quickly as the social media news flow. As a result of the different characteristics of these datasets, there is not one overall best performing model but one best performing model for each dataset.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 116 pp. Englisch. Artikel-Nr. 9783639844764
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