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URN (für Zitat) http://nbn-resolving.org/urn:nbn:de:swb:90-253968
Titel Advanced Text Mining Methods for the Financial Markets and Forecasting of Intraday Volatility
Autor Pieper, Michael J.
Institution Institut für Wirtschaftstheorie und Statistik (ETS)
Dokumenttyp Buch
Verlag Karlsruhe
Jahr 2011
Hochschulschrift Dissertation
Fakultät für Wirtschaftswissenschaften (WIWI)
Institut für Wirtschaftstheorie und Statistik (ETS)
Prüfungsdaten: 08.12.2011
Referent/Betreuer: Prof. S. T. Rachev
Abstract The flow of information in financial markets is covered in two parts.
An high-order estimator of intraday volatility is introduced in order to boost risk forecasts.
Over the last decade, text mining of news and its application to finance were a vibrant topic of research as well as in the finance industry. This thesis develops a coherent approach to financial text mining that can be utilized for automated trading.