Essays on Financial Applications of Nonlinear Models
In this thesis, we examine the relationship between news and the stock market. Further, we explore methods and build new nonlinear models for forecasting stock price movement and portfolio optimization based on past stock prices and on one type of big data, news items, which are obtained through the RavenPack News Analytics Global Equities editions. The thesis consists of three essays. In Essay 1, we investigate the relationship between news items and stock...[Show more]
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|Wang Thesis 2018.pdf||1.88 MB||Adobe PDF|
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