Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis

Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis Matsunaga, et al. ArXiv 2019 A theme that seems to proliferate in machine trading is to emulate the human trader while enhancing predictive capabilities. Since the world has become more interconnected, common technical and fundamental analysis techniques are often not capable of handling all the factors necessary to accurately model the financial world today. This paper takes an approach of integrating the vast …

Media Attention and the Volatility Effect

Media Attention and the Volatility Effect Blitz, et al. SSRN 2019 The news coverage of companies undoubtedly has an effect on their stock price returns. With news travelling much faster since the widespread adoption of the internet, this effect has become an interesting point of study. The team at Robeco Institutional Management has recently taken swing at quantifying this effect using data from news sources, press releases, premium newswires, and over 19,000 web publications. It …

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