An introduction to sentiment analyses
The general idea behind sentiment analyses in finance is the existence of relevant but hard to quantify information in the textual data in addition to the objective statements of facts. This...
View ArticleUsing news for finding firm relations and implications on financial markets
Finding correlations between publicly traded companies is a topic of interest for a variety of actors on the financial markets. Many financial institutions use it to predict asset returns, while the...
View ArticlePortfolio credit risk: standard models won’t hit the mark in capturing...
Portfolio credit risk models are concerned with potential losses due to defaults or deteriorations in credit quality. These models have applications ranging from regulatory and economic capital...
View ArticleListening to the financial heartbeat with agent-based models
Time, as they say, is of essence in the financial world. Every second counts. But the reality is that the economic system in which the finance sector operates is not constricted by our traditional...
View ArticleThe ups and downs of a PhD project: Big Data Finance
Read here the success story of ESR5 Chiara Perillo and ESR12 Vladimir Petrov. The article is published in the Graduate Campus News Letter, University of Zurich. Artikkeli The ups and downs of a PhD...
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