Some statistical models for durations and an application to News Corporation stock prices.
Shelton PeirisDavid AllenWenling YangPublished in: Math. Comput. Simul. (2005)
Keyphrases
- statistical models
- stock price
- news articles
- financial news
- statistical model
- dow jones
- stock market
- statistical modeling
- stock exchange
- parameter estimation
- non stationary
- technical indicators
- stock market data
- news stories
- historical data
- exchange rate
- financial markets
- financial data
- text documents
- financial time series
- tft lcd
- pairwise
- markov random field
- social media
- computer vision
- search engine