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URN: urn:nbn:de:swb:90-253968

Advanced Text Mining Methods for the Financial Markets and Forecasting of Intraday Volatility

Pieper, Michael J.

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.


Zugehörige Institution(en) am KIT Institut für Wirtschaftstheorie und Statistik (ETS)
Publikationstyp Hochschulschrift
Jahr 2011
Sprache Englisch
Identifikator KITopen ID: 1000025396
Verlag Karlsruhe
Abschlussart Dissertation
Fakultät Fakultät für Wirtschaftswissenschaften (WIWI)
Institut Institut für Wirtschaftstheorie und Statistik (ETS)
Prüfungsdaten 08.12.2011
Referent/Betreuer Prof. S. T. Rachev
Schlagworte Text Mining News Financial Volatility
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