2 citations · 2 across the 3 of their papers we have counts for
3 papers
FinEAS: Financial Embedding Analysis of Sentiment
Asier Gutiérrez-Fandiño, Miquel Noguer i Alonso, Petter Kolm +1
We introduce a new language representation model in finance called Financial Embedding Analysis of Sentiment (FinEAS). In financial markets, news and investor sentiment are signifi…
On the impact of publicly available news and information transfer to financial markets
Metod Jazbec, Barna Pásztor, Felix Faltings +2
We quantify the propagation and absorption of large-scale publicly available news articles from the World Wide Web to financial markets. To extract publicly available information,…
Hidden Noise Structure and Random Matrix Models of Stock Correlations
Ivailo I. Dimov, Petter N. Kolm, Lee Maclin +1
We find a novel correlation structure in the residual noise of stock market returns that is remarkably linked to the composition and stability of the top few significant factors dr…