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Predicting the impact of central bank communications on financial market investors' interest rate expectations.
Andy Moniz
Franciska de Jong
Published in:
WaSABi-FEOSW@ESWC (2014)
Keyphrases
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financial markets
stock market
stock price
technical indicators
early warning
risk management
black scholes
agent based models
portfolio theory
information systems
trading strategies
financial time series
financial institutions
fractional brownian motion
investment strategies
trading systems
long term