Publication type: | Conference other |
Type of review: | No review |
Title: | Correlation influence networks for sentiment analysis in European sovereign bonds |
Authors: | Schwendner, Peter Schüle, Martin Hillebrand, Martin |
et. al: | No |
Conference details: | Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019 |
Issue Date: | 2019 |
Language: | English |
Subject (DDC): | 332.6: Investment |
Abstract: | European sovereign bonds are especially sensitive to the political news flow. Consistent to the current sentiment, market makers adjust factor models in their quotation systems to be prepared for short-term market reactions in the most liquid instruments. We present a correlation influence network case study to make the signs of these factor betas transparent using intraday data analysis. This shows the sentiment of the most active market participants. |
URI: | https://digitalcollection.zhaw.ch/handle/11475/17836 |
Fulltext version: | Published version |
License (according to publishing contract): | Licence according to publishing contract |
Departement: | School of Management and Law |
Organisational Unit: | Institute of Wealth & Asset Management (IWA) |
Appears in collections: | Publikationen School of Management and Law |
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Schwendner, P., Schüle, M., & Hillebrand, M. (2019). Correlation influence networks for sentiment analysis in European sovereign bonds. Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.
Schwendner, P., Schüle, M. and Hillebrand, M. (2019) ‘Correlation influence networks for sentiment analysis in European sovereign bonds’, in Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.
P. Schwendner, M. Schüle, and M. Hillebrand, “Correlation influence networks for sentiment analysis in European sovereign bonds,” in Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019, 2019.
SCHWENDNER, Peter, Martin SCHÜLE und Martin HILLEBRAND, 2019. Correlation influence networks for sentiment analysis in European sovereign bonds. In: Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019. Conference presentation. 2019
Schwendner, Peter, Martin Schüle, and Martin Hillebrand. 2019. “Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds.” Conference presentation. In Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.
Schwendner, Peter, et al. “Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds.” Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019, 2019.
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