Machine Learning, Sentiment Indices and Stock Market Prices

Project: Research

Project Details

Funding agency: Quantitative Management Initiative, France
E10000 euro

Status	Finished
Effective start/end date	1/01/13 → 31/07/14

Daily market news sentiment and stock prices
Allen, D. E., McAleer, M. & Singh, A. K., 27 Jun 2019, In: Applied Economics. 51, 30, p. 3212-3235 24 p.
Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus)
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, D. E., McAleer, M. & Singh, A. K., 7 Feb 2017, In: Applied Economics. 49, 7, p. 677-692 16 p.
Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus)