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Essays on Financial Applications of Nonlinear Models

Wang, Wanbin

Description

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]

CollectionsOpen Access Theses
Date published: 2017
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/142646
DOI: 10.25911/5d514449f3b96

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