What can Wikipedia and Google tell us about stock prices under different market regimes?
Boris CergolMatjaz OmladicPublished in: Ars Math. Contemp. (2015)
Keyphrases
- stock price
- web traffic
- stock market
- stock exchange
- financial markets
- option pricing
- non stationary
- dow jones
- historical data
- search engine
- financial data
- technical indicators
- exchange rate
- news articles
- stock market data
- stock returns
- website
- trading systems
- wordnet
- knowledge base
- metadata
- portfolio optimization
- tft lcd
- web pages
- stock data
- financial crisis
- financial time series
- databases
- named entities
- text classification
- short term
- financial news
- link structure