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Currency exchange rate forecasting from news headlines
5 references·7 citing·45 second hop
Currency exchange rate forecasting from news headlines (2002)Currency exchange rate forecasting from n…International Finance and Open-Economy Macroeconomics (2001)International Finance and Ope…Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Volatilities of different tim…From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)From the bird's eye to the mi…News effects in a high‐frequency model of the sterling‐dollar exchange rate (1993)News effects in a high‐freque…News and the Foreign Exchange Market (1991)News and the Foreign Exchange…Anticipating Stock Market of the Renowned Companies: A Knowledge Graph Approach (2019)Anticipating Stock Market of …Real estate media sentiment through textual analysis (2018)Real estate media sentiment t…Predicting FTSE 100 returns and volatility using sentiment analysis (2018)Predicting FTSE 100 returns a…News sentiment and overshooting of exchange rates (2016)News sentiment and overshooti…Realization of a news dissemination agent based on weighted association rules and text mining techniques (2010)Realization of a news dissemi…ADMIRAL: A Data Mining Based Financial Trading System (2007)ADMIRAL: A Data Mining Based …The Predicting Power of Textual Information on Financial Markets (2005)The Predicting Power of Textu…The Social dynamics of financial markets (1984)News Sensitive Stock Trend Prediction (2002)Stock price prediction using financial news articles (2010)Improving Stock Market Prediction by Integrating Both Market News and Stock Prices (2011)Borsa Istanbul (BIST) daily prediction using financial news and balanced feature selection (2015)A Theory of Cognitive Dissonance (2017)The Variation of Certain Speculative Prices (1963)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Institutional Investors and Stock Market Volatility (2006)Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (2011)Social physics (2022)The Behavior of Stock-Market Prices (1965)Daily stock market forecast from textual web data (2002)Stock prediction: Integrating text mining approach using real-time news (2003)A long memory property of stock market returns and a new model (1993)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Realized Volatility: A Review (2008)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns (1997)Time-varying liquidity in foreign exchange (2002)How is Macro News Transmitted to Exchange Rates? (2003)Collapsing exchange-rate regimes (1984)Imperfect Knowledge and Behaviour in the Foreign Exchange Market (1996)The Mexican Peso Crisis: Sudden Death or Death Foretold? (1996)Stochastic optimal control, international finance and debt (2003)Current account determinants and external sustainability in periods of structural change (2011)A Modern Reincarnation of Mundell-Fleming's Trilemma (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Learning risk culture of banks using news analytics (2019)ARCH modeling in finance (1992)A chaotic model of the exchange rate: The role of fundamentalists and chartists (1993)Consistent High‐precision Volatility from High‐frequency Data (2001)Exchange rate puzzles: A tale of switching attractors (2004)Noise Trader Risk in Financial Markets (1990)Twitter mood predicts the stock market (2011)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Investor Attention and Stock Market Activities: New Evidence from Panel Data (2019)A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns (2020)Forecasting the overnight return direction of stock market index combining global market indices: A multiple-branch deep learning approach (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The option pricing model and the risk factor of stock (1976)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)A knowledge graph–GCN–community detection integrated model for large-scale stock price prediction (2023)Question-Answering System Powered by Knowledge Graph and Generative Pretrained Transformer to Support Risk Identification in Tunnel Projects (2024)
this work references cited by second hop

References

  • 1997Volatilities of different time resolutions — Analyzing the dynamics of market components745 cited
  • 1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets522 cited
  • 1993News effects in a high‐frequency model of the sterling‐dollar exchange rate144 cited
  • 2001International Finance and Open-Economy Macroeconomics135 cited
  • 1991News and the Foreign Exchange Market78 cited

Cited by

  • 2005The Predicting Power of Textual Information on Financial Markets63 cited
  • 2019Anticipating Stock Market of the Renowned Companies: A Knowledge Graph Approach54 cited
  • 2007ADMIRAL: A Data Mining Based Financial Trading System46 cited
  • 2018Predicting FTSE 100 returns and volatility using sentiment analysis44 cited
  • 2010Realization of a news dissemination agent based on weighted association rules and text mining techniques44 cited
  • 2018Real estate media sentiment through textual analysis36 cited
  • 2016News sentiment and overshooting of exchange rates16 cited

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