25 citations · 73 across the 9 of their papers we have counts for
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q-fin.TR2017★ 13 cited
Machine learning in sentiment reconstruction of the simulated stock market
Mikhail Goykhman, Ali Teimouri
In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell tr…
q-fin.TR2017★ 5 cited
Wealth dynamics in a sentiment-driven market
Mikhail Goykhman
We study dynamics of a simulated world with stock and money, driven by the externally given processes which we refer to as sentiments. The considered sentiments influence the buy/s…