Global financial indices and twitter sentiment: A random matrix theory approach-Reference-Cited by-同舟云学术

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Global financial indices and twitter sentiment: A random matrix theory approach

Published:2016-11 Issue: Volume:461 Page:509-522
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

García A.

Funder

CONACYT, México

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference45 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantenga,2000

2. Theory of Financial Risks: from Statistical Physics to Risk Management;Bouchaud,2000

3. The Statistical Mechanics of Financial Markets;Voit,2005

4. Portfolio Selection: Efficient Diversification of Investment;Markowitz,1959

5. THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATION

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1. Evaluation of Operation State of Power Grid Based on Random Matrix Theory and Qualitative Trend Analysis;Energies;2023-03-20

2. Multilayer network analysis of investor sentiment and stock returns;Research in International Business and Finance;2022-12

3. A Neural Network Model for the Relationship between Hotel Marketing Strategies and Performance Based on Nonlinear Random Matrix Theory;Mathematical Problems in Engineering;2022-09-09

4. A Comprehensive Survey on Sentiment Analysis in Twitter Data;International Journal of Distributed Systems and Technologies;2022-05-20

5. Forecasting price movements of global financial indexes using complex quantitative financial networks;Knowledge-Based Systems;2022-01

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