1. ZHAW digitalcollection
  2. School of Management and Law
  3. Publikationen
  4. Publikationen School of Management and Law
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dc.contributor.authorSchwendner, Peter-
dc.contributor.authorSchüle, Martin-
dc.contributor.authorHillebrand, Martin-
dc.date.accessioned2019-07-31T14:56:46Z-
dc.date.available2019-07-31T14:56:46Z-
dc.date.issued2019-
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/17836-
dc.description.abstractEuropean 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.de_CH
dc.language.isoende_CH
dc.rightsLicence according to publishing contractde_CH
dc.subject.ddc332.6: Investitionde_CH
dc.titleCorrelation influence networks for sentiment analysis in European sovereign bondsde_CH
dc.typeKonferenz: Sonstigesde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wealth & Asset Management (IWA)de_CH
zhaw.conference.detailsFinancial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.publication.reviewKeine Begutachtungde_CH
zhaw.author.additionalNode_CH
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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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