Twitter volume spikes and stock options pricing.
Wei WeiYuexin MaoBing WangPublished in: Comput. Commun. (2016)
Keyphrases
- option pricing
- convertible bonds
- stock price
- black scholes model
- social media
- double exponential
- social networks
- black scholes
- stock market data
- social networking
- pricing model
- stock market
- online social networks
- user generated content
- financial crisis
- micro blogging
- dynamic pricing
- revenue management
- non stationary
- polarity classification
- artificial neural networks
- decision making