1 citations · 1 across the 4 of their papers we have counts for
4 papers
Extracting Alpha from Financial Analyst Networks
Dragos Gorduza, Yaxuan Kong, Xiaowen Dong +1
We investigate the effectiveness of a momentum trading signal based on the coverage network of financial analysts. This signal builds on the key information-brokerage role financia…
Natural Language Processing for Financial Regulation
Ixandra Achitouv, Dragos Gorduza, Antoine Jacquier
This article provides an understanding of Natural Language Processing techniques in the framework of financial regulation, more specifically in order to perform semantic matching s…
Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
Valentina Semenova, Dragos Gorduza, William Wildi +2
A trite yet fundamental question in economics is: What causes large asset price fluctuations? A tenfold rise in the price of GameStop equity, between the 22nd and 28th of January 2…
Understanding stock market instability via graph auto-encoders
Dragos Gorduza, Xiaowen Dong, Stefan Zohren
Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in asset co-movements which expose portfolios to rapid…