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Full-Text Articles in Physical Sciences and Mathematics
Pricing European And American Options In The Heston Model With Accelerated Explicit Finite Differencing Methods, Conall O'Sullivan, Stephen O'Sullivan
Pricing European And American Options In The Heston Model With Accelerated Explicit Finite Differencing Methods, Conall O'Sullivan, Stephen O'Sullivan
Articles
No abstract provided.
Stock Market Prediction Without Sentiment Analysis: Using A Web-Traffic Based Classifier And User-Level Analysis, Pierpaolo Dondio
Stock Market Prediction Without Sentiment Analysis: Using A Web-Traffic Based Classifier And User-Level Analysis, Pierpaolo Dondio
Conference papers
This paper provides further evidence on the predictive power of online community traffic with regard to stock prices. Using the largest dataset to date, spanning 8 years and almost the complete set of SP500 stocks, we train a classifier using a set of features entirely extracted from web-traffic data of financial online communities. The classifier is shown to outperform the predictive power of a baseline classifier solely based on price time-series, and to have similar performances as the classifier built considering price and traffic features together. The best predictive performances are achieved when information about stock capitalization is coupled with …