1. ZHAW digitalcollection
  2. School of Management and Law
  3. Publikationen
  4. Publikationen School of Management and Law
Full metadata record
DC FieldValueLanguage
dc.contributor.authorSchwendner, Peter-
dc.contributor.authorSchüle, Martin-
dc.contributor.authorHillebrand, Martin-
dc.date.accessioned2019-07-31T14:57:09Z-
dc.date.available2019-07-31T14:57:09Z-
dc.date.issued2018-
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/17837-
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, Zürich, Switzerland, 30 October 2018de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.publication.reviewKeine Begutachtungde_CH
zhaw.author.additionalNode_CH
Appears in collections:Publikationen School of Management and Law

Files in This Item:
There are no files associated with this item.
Show simple item record
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.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.