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Keyword: Stock Market
Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market
This paper deals with the analysis of the dynamic linkage, co-movement between COVID-19 out- break situations and German stock market. Firstly, Markov Regime Switching Analysis(MRSA) is proposed and employed to investigate the situations in the pandemic, as to catch the dynamics of how the daily number of the newly-infected changes, and also to assess the…
Read More Sentiment Analysis on Twitter for Predicting Stock Exchange Movement
This paper is proposed to build a model by applying two methods, namely support vector machine and nonnegative matrix factorization in the process of predicting stock market movement using twitter and historical data. The stock exchange is based on the LQ 45 stock with period from August 2018 – January 2019. The features consist of…
Read More An Empirical Comparison of Different Two-Factor Models in the Context of Portfolio Optimisation
The crisis linked to the COVID-19 and the uncertainty it generates in the unprecedented health, societal, economic and financial fields have had a strong impact on the stock markets. Indeed, in such a climate of very high uncertainty, it is to be expected that the excessive stock market price movements will continue, with both declines…
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