Correlation influence networks for sentiment analysis in European sovereign bonds

Schwendner, Peter; Schüle, Martin; Hillebrand, Martin

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, Zürich, Switzerland, 30 October 2018
Issue Date:	2018
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/11475/17837
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. (2018). Correlation influence networks for sentiment analysis in European sovereign bonds. Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.

Schwendner, P., Schüle, M. and Hillebrand, M. (2018) ‘Correlation influence networks for sentiment analysis in European sovereign bonds’, in Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.

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, Zürich, Switzerland, 30 October 2018, 2018.

SCHWENDNER, Peter, Martin SCHÜLE und Martin HILLEBRAND, 2018. Correlation influence networks for sentiment analysis in European sovereign bonds. In: Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018. Conference presentation. 2018

Schwendner, Peter, Martin Schüle, and Martin Hillebrand. 2018. “Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds.” Conference presentation. In Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.

Schwendner, Peter, et al. “Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds.” Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018, 2018.