Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model

Alexander Porshnev, Valeriya Lakshina, Ilya Redkin. Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model. In Rustam Tagiew, Dmitry I. Ignatov, Andreas Hilbert, Radhakrishnan DelhiBabu, editors, Proceedings of the Third Workshop on Experimental Economics and Machine Learning co-located with the 13th International Conference on Concept Lattices and Their Applications (CLA 2016), Moscow, Russia, July 18, 2016. Volume 1627 of CEUR Workshop Proceedings, pages 61-72, CEUR-WS.org, 2016. [doi]

@inproceedings{PorshnevLR16,
  title = {Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model},
  author = {Alexander Porshnev and Valeriya Lakshina and Ilya Redkin},
  year = {2016},
  url = {http://ceur-ws.org/Vol-1627/paper5.pdf},
  researchr = {https://researchr.org/publication/PorshnevLR16},
  cites = {0},
  citedby = {0},
  pages = {61-72},
  booktitle = {Proceedings of the Third Workshop on Experimental Economics and Machine Learning co-located with the 13th International Conference on Concept Lattices and Their Applications (CLA 2016), Moscow, Russia, July 18, 2016},
  editor = {Rustam Tagiew and Dmitry I. Ignatov and Andreas Hilbert and Radhakrishnan DelhiBabu},
  volume = {1627},
  series = {CEUR Workshop Proceedings},
  publisher = {CEUR-WS.org},
}