Financial Correlation Modelling Using News and Social Med...
Satilmis, Ceren
This thesis compares the performance of various models that measure the relationship between news and stock price correlations. These models are analysed when they are applied on the different datasets. One dataset contains social media news while the other dataset contains news flows provided by Thomson Reuters. These datasets have consequently different characteristics. Social media news are much more dynamic, since it allows a wide range of...