2 papers
physics.soc-ph2026
Effects of analyst sentiment on volatility dynamics in financial market
Xiongfei Jiang, Tao Cen, Ling Bai +3
Text emotions are extracted using natural language processing technique on a substantial corpus of analyst reports on the Chinese stock market. Subsequently, the text-based analyst…
cs.IT2024
Properties of the Strong Data Processing Constant for Rényi Divergence
Lifu Jin, Amedeo Roberto Esposito, Michael Gastpar
Strong data processing inequalities (SDPI) are an important object of study in Information Theory and have been well studied for -divergences. Universal upper and lower bounds h…