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, 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.