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Predictable markets? A news-driven model of the stock market.
Maxim Gusev
Dimitri Kroujiline
Boris Govorkov
Sergey V. Sharov
Dmitry Ushanov
Maxim Zhilyaev
Published in:
Algorithmic Finance (2015)
Keyphrases
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stock market
financial time series
neural network model
neural network
artificial neural networks
theoretical analysis
prediction model
trading strategies
market prices
financial news