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]

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