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.
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