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The Handbook of News Analytics in Finance
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The Handbook of News Analytics in Finance (2011)The Handbook of News Analytics in FinanceMachine Learning in Finance: A Metadata-Based Systematic Review of the Literature (2021)Machine Learning in Finance: …Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Generación de series de tiemp…Deep learning for financial applications : A survey (2020)Deep learning for financial a…Daily market news sentiment and stock prices (2019)Daily market news sentiment a…Computational approaches and data analytics in financial services: A literature review (2019)Computational approaches and …Stock portfolio selection using learning-to-rank algorithms with news sentiment (2017)Stock portfolio selection usi…Social Machines: How Recent Technological Advances have Aided Financialisation (2017)Social Machines: How Recent T…Building News Measures from Textual Data and an Application to Volatility Forecasting (2017)Building News Measures from T…Asymmetric attention and volatility asymmetry (2017)Asymmetric attention and vola…Public news arrival and the idiosyncratic volatility puzzle (2016)Public news arrival and the i…Forecasting movements of health-care stock prices based on different categories of news articles using multiple kernel learning (2016)Forecasting movements of heal…Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach (2015)Public information arrival an…How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches (2013)How does news sentiment impac…Financial news and market panics in the age of high-frequency sentiment trading algorithms (2013)Financial news and market pan…Weak-Form Market Efficiency: Evidence from the Brazilian Stock Market (2012)Weak-Form Market Efficiency: …Event-Driven Trading and the “New News” (2011)Event-Driven Trading and the …The General Theory of Employment, Interest and Money. (1936)Choices, values, and frames. 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The Information Content of Internet Stock Message Boards (2004)Media Coverage and the Cross‐section of Stock Returns (2009)Predicting stock returns in the presence of COVID-19 pandemic: The role of health news (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Can multi-source heterogeneous data improve the forecasting performance of tourist arrivals amid COVID-19? Mixed-data sampling approach (2023)A model of investor sentiment / (1997)A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Combining the wisdom of crowds and technical analysis for financial market prediction using deep random subspace ensembles (2018)Deep learning in finance and banking: A literature review and classification (2020)Quantitative stock portfolio optimization by multi-task learning risk and return (2023)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets (2018)Investor attention and oil market volatility: Does economic policy uncertainty matter? (2021)A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Conditional value-at-risk for general loss distributions (2002)The Price of Robustness (2004)A Q-learning agent for automated trading in equity stock markets (2020)Cryptocurrencies and Artificial Intelligence: Challenges and Opportunities (2020)Integrating machine learning and decision support in tactical decision-making in rugby union (2020)Textual Analysis in Accounting and Finance: A Survey (2016)Deep learning with long short-term memory networks for financial market predictions (2017)A novel graph convolutional feature based convolutional neural network for stock trend prediction (2020)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)A Stochastic Approximation Method (1951)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Applications of deep learning in stock market prediction: Recent progress (2021)Financial time series forecasting with multi-modality graph neural network (2021)
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  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,559 cited
  • 2020Deep learning for financial applications : A survey582 cited
  • 2013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches103 cited
  • 2017Stock portfolio selection using learning-to-rank algorithms with news sentiment95 cited
  • 2019Daily market news sentiment and stock prices85 cited
  • 2011Event-Driven Trading and the “New News”83 cited
  • 2016Forecasting movements of health-care stock prices based on different categories of news articles using multiple kernel learning83 cited
  • 2013Financial news and market panics in the age of high-frequency sentiment trading algorithms71 cited
  • 2019Computational approaches and data analytics in financial services: A literature review67 cited
  • 2017Asymmetric attention and volatility asymmetry52 cited
  • 2016Public news arrival and the idiosyncratic volatility puzzle51 cited
  • 2021Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature49 cited
  • 2015Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach43 cited

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2017
Social Machines: How Recent Technological Advances have Aided Financialisation
42 cited
  • 2017Building News Measures from Textual Data and an Application to Volatility Forecasting39 cited
  • 2012Weak-Form Market Efficiency: Evidence from the Brazilian Stock Market33 cited