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Impact of News Events on the Financial Markets
Published on 2017-12-08999 Views
In this work we investigate how news events can be used to predict the financial markets. Namely we built a time series model that includes features obtained from the news and investigated whether the
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Presentation
Impact of News Events on the Financial Markets00:00
Problem Setting00:10
Overview01:32
Data01:41
Market Data02:11
Market data pre-processing02:50
News data03:13
News data (cont.)03:46
Similar Events - example04:41
Correlation between events relating to Goldman Sachs05:40
Methods – Time series model06:03
Results06:41
Results (cont.)07:34
Conclusion08:45