Maxim Gusev

IBC Quantitative Strategies

Ta ̈rnaby

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

392

CITATIONS

0

Scholarly Papers (2)

1.

Predictable Markets? A News-Driven Model of the Stock Market

Algorithmic Finance (2015), 4:1-2, 5-51
Number of pages: 48 Posted: 03 Aug 2015
IBC Quantitative Strategies, LGT Capital Partners, IBC Quantitative Strategies, N.I. Lobachevsky State University, Advanced School of General & Applied Physics, Moscow State University, Department of Mechanics and Mathematics and Mozilla Corp.
Downloads 88 (86,273)

Abstract:

2.

Forecasting Stock Market Returns Over Multiple Time Horizons

Number of pages: 50 Posted: 20 Aug 2015 Last Revised: 30 Mar 2016
LGT Capital Partners, IBC Quantitative Strategies, Moscow State University, Department of Mechanics and Mathematics, N.I. Lobachevsky State University, Advanced School of General & Applied Physics and IBC Quantitative Strategies
Downloads 43 (196,185)

Abstract:

stock market dynamics, return predictability, price feedback, market efficiency, news analytics, sentiment evolution, agent-based modeling, Ising, dynamical systems, synchronization, self-similar behavior, regime transitions, news-based strategies, algorithmic trading.