67 citations · 77 across the 7 of their papers we have counts for
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cs.SI2020★ 67 cited
Sentiment Correlation in Financial News Networks and Associated Market Movements
Xingchen Wan, Jie Yang, Slavi Marinov +3
In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement…
q-fin.CP2020
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
Peter Belcak, Jan-Peter Calliess, Stefan Zohren
We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementa…