scholarly journals Forecasting the Market Risk Premium with Artificial Neural Networks

2015 ◽  
Author(s):  
Leoni Eleni Oikonomikou
2020 ◽  
Vol 2 (2) ◽  
pp. 1
Author(s):  
Piñeiro-Chousa Juan ◽  
López-Cabarcos M Ángeles ◽  
Pérez-Pico Ada M ◽  
Vizcaíno-González Marcos

This paper attempts to analyze the relationship between social network activity (message sentiment) and stock market (trading volume and risk premium). We used Artificial Neural Networks to analyze 87,511 stock-related microblogging messages related to S&P500 Index posted between October 2009 and October 2014. The results obtained suggest that there is a direct relationship between trading volume and negative sentiment, and between risk premium and negative sentiment. The paper concludes with several directions for future research.


Author(s):  
Kobiljon Kh. Zoidov ◽  
◽  
Svetlana V. Ponomareva ◽  
Daniel I. Serebryansky ◽  
◽  
...  

2012 ◽  
Vol 3 (2) ◽  
pp. 48-50
Author(s):  
Ana Isabel Velasco Fernández ◽  
◽  
Ricardo José Rejas Muslera ◽  
Juan Padilla Fernández-Vega ◽  
María Isabel Cepeda González

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