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STTM: an efficient approach to estimating news impact on stock movement direction

Aleksei Riabykh, Denis Surzhko, Maxim Konovalikhin, Sergei Koltcov. STTM: an efficient approach to estimating news impact on stock movement direction. PeerJ Computer Science, 8, 2022. [doi]

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Aleksei Riabykh

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Denis Surzhko

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Maxim Konovalikhin

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Sergei Koltcov

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