Information Theoretic Causality Detection between Financial and Sentiment Data

The interaction between the flow of sentiment expressed on blogs and media and the dynamics of the stock market prices are analyzed through an information-theoretic measure, the transfer entropy, to quantify causality relations. We analyzed daily stock price and daily social media sentiment for the...

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Detalles Bibliográficos
Autores principales: Scaramozzino, Roberta, Cerchiello, Paola, Aste, Tomaso
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8156204/
https://www.ncbi.nlm.nih.gov/pubmed/34065756
http://dx.doi.org/10.3390/e23050621

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8156204/
https://www.ncbi.nlm.nih.gov/pubmed/34065756
http://dx.doi.org/10.3390/e23050621

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