Information theoretic causality detection between financial and sentiment data
Roberta Scaramozzino, Paola Cerchiello, Tomaso Aste
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Scaramozzino, Roberta ; Cerchiello, Paola ; Aste, Tomaso |
| Publisher: |
Pavia : Università di Pavia, Department of Economics and Management |
| Subject: | Information theory | Textual analysis | Transfer Entropy | Financial news | Causality | Time Series | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Kausalanalyse | Causality analysis | Entropie | Entropy | Informationswert | Information value | Informationsökonomik | Economics of information |
freely available
| Extent: | 1 Online-Ressource (circa 19 Seiten) Illustrationen |
|---|---|
| Series: | DEM working paper series. - [Pavia] : [Università di Pavia, Dipartimento di scienze economiche e aziendali], ISSN 2281-1346, ZDB-ID 3013041-4. - Vol. # 202 (04-21) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887631