SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
نویسندگان
چکیده
منابع مشابه
Predicting Dow Jones Movement with Twitter
The use of machine learning in the realm of finance is becoming much more prevalent as algorithmic trading catches on. Similarly, online social networking data becomes more valuable with new research in mining. The goal of this project is to take the next steps in these directions. Using different methods to interpret Twitter content, we hope to predict movement in the Dow Jones Industrial Aver...
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ژورنال
عنوان ژورنال: Computational Economics
سال: 2012
ISSN: 0927-7099,1572-9974
DOI: 10.1007/s10614-012-9328-9