Neural Forecasting of the Italian Sovereign Bond Market with Economic News.
Sergio ConsoliLuca Tiozzo PezzoliElisa TosettiPublished in: CoRR (2022)
Keyphrases
- option pricing
- market clearing
- foreign exchange
- stock price
- crude oil
- news articles
- electricity markets
- market prices
- financial crisis
- network architecture
- investment decisions
- exchange rate
- short term
- stock market
- neural network
- market participants
- news stories
- social media
- short and long term
- early warning
- competitive market
- business transactions
- external factors
- user generated content
- trading strategies
- electric power
- financial time series
- neural model
- decision making
- long term
- prediction model
- bidding strategies
- stock exchange
- strategic decisions
- forecasting model
- developed countries
- real option
- news items
- online news
- news video
- financial markets
- supply chain management
- associative memory
- stock returns
- electronic commerce