Samuel Rönnqvist

Åbo Akademi University - Turku Centre for Computer Science (TUCS)

Joukahaisenkatu 3-5

Turku, 20520

Finland

SCHOLARLY PAPERS

3

DOWNLOADS

214

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Deep Learning for Assessing Banks’ Distress from News and Numerical Financial Data

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 18-15
Number of pages: 14 Posted: 28 Nov 2018
University of Pavia - Department of Economics and Management Science, University of Pavia - Department of Economics and Management Science, Åbo Akademi University - Turku Centre for Computer Science (TUCS) and Hanken School of Economics
Downloads 113 (265,256)
Citation 1

Abstract:

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Financial News, Bank Distress, Early Warning, Deep Learning, Doc2vec.

2.

Bank Networks from Text: Interrelations, Centrality and Determinants

ECB Working Paper No. 1876
Number of pages: 29 Posted: 19 Jan 2016
Samuel Rönnqvist and Peter Sarlin
Åbo Akademi University - Turku Centre for Computer Science (TUCS) and Hanken School of Economics
Downloads 64 (375,233)
Citation 1

Abstract:

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bank networks, information centrality, systemic risk, text analysis

3.

Investigation Into Machine Learning Models for Predicting Stock Price and Spread Movements From News Articles

Number of pages: 8 Posted: 30 Jun 2020
Pontus Wistbacka, Samuel Rönnqvist, Katia Vozian and Satchit Sagade
Hanken School of Economics, Åbo Akademi University - Turku Centre for Computer Science (TUCS), Hanken School of Economics - Helsinki Graduate School of Economics and Goethe University Frankfurt - Department of Finance
Downloads 37 (474,041)

Abstract:

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predictive models, machine learning, liquidity shock, high frequency trading, stock price