Pricing stocks with yardsticks and sentiments.
Sebastían Martínez BustosJørgen Vitting AndersenMichel MiniconiAndrzej NowakMagdalena Roszczynska-KurasinskaDavid S. BréePublished in: Algorithmic Finance (2011)
Keyphrases
- financial markets
- sentiment analysis
- social media
- stock price
- stock market
- news articles
- option pricing
- opinion mining
- positive or negative
- sentiment classification
- dow jones
- stock data
- convertible bonds
- profit maximization
- dynamic pricing
- stock exchange
- pricing model
- trading strategies
- stock market data
- online reviews
- market data
- distributional assumptions
- stock returns
- optimal pricing
- financial data
- polarity classification
- single product
- data mining
- textual content
- test bed
- black scholes model