News Cohesiveness: an Indicator of Systemic Risk in Financial Markets.
Matija PiskorecNino Antulov-FantulinPetra Kralj NovakIgor MozeticMiha GrcarIrena VodenskaTomislav SmucPublished in: CoRR (2014)
Keyphrases
- financial markets
- risk management
- black scholes
- financial risk
- early warning
- market data
- portfolio theory
- stock market
- stock price
- investment strategies
- portfolio selection
- news articles
- portfolio optimization
- decision support system
- trading rules
- technical indicators
- exchange rate
- keywords
- artificial intelligence
- decision making
- case study
- stock returns
- agent based modeling
- financial time series
- financial data
- expert systems
- project management