COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic
COVID-19 contagion and digital finance
Arianna Agosto, Paolo Giudici · Digital Finance
Neural networks and arbitrage in the VIX
Joerg Osterrieder, Dariusz Kucharczyk, Silas Rudolf, Daniel Wittwer · Digital Finance
How to gauge investor behavior? A comparison of online investor sentiment measures
Daniele Ballinari, Simon Behrendt · Digital Finance
A comparison of modern deep neural network architectures for energy spot price forecasting
Francesco Cordoni · Digital Finance
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions
Philippe Bergault, Louis Bertucci, David Bouba, Olivier Guéant · Digital Finance
Financial recommendations on Reddit, stock returns and cumulative prospect theory
Felix Reichenbach, Martin Walther · Digital Finance
A Model of Competing Narratives
Kfir Eliaz, Ran Spiegler · American Economic Review
Narrative Monetary Policy Surprises and the Media
Saskia ter Ellen, Vegard H. Larsen, Leif Anders Thorsrud · Journal of Money, Credit and Banking