Elisabeth Bommes

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

302

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dynamic Topic Modelling for Cryptocurrency Community Forums

SFB 649 Discussion Paper 2016-051
Number of pages: 22 Posted: 28 Nov 2016
University of York, NUS Business School, Humboldt University of Berlin, Humboldt University of Berlin and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 159 (199,243)
Citation 2

Abstract:

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Dynamic Topic Modelling, Cryptocurrencies, Financial Risk

2.

Distillation of News Flow Into Analysis of Stock Reactions

Number of pages: 40 Posted: 14 Jul 2015
Peking University, Humboldt University of Berlin - Institute for Statistics and Econometrics, Chung Hua University and Humboldt University of Berlin
Downloads 143 (217,470)
Citation 2

Abstract:

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Investor Sentiment, Attention Analysis, Sector Analysis, Volatility Simulation, Trading Volume, Returns, Bootstrap