Katia Vozian

Hanken School of Economics - Helsinki Graduate School of Economics

Helsinki

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

180

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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

Number of pages: 8 Posted: 30 Jun 2020
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 108 (322,395)

Abstract:

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

2.

Resiliency: Cross-Venue Dynamics with Hawkes Processes

SAFE Working Paper No. 291
Number of pages: 63 Posted: 16 Oct 2020
Loriana Pelizzon, Satchit Sagade and Katia Vozian
Goethe University Frankfurt - Faculty of Economics and Business Administration, Goethe University Frankfurt - Department of Finance and Hanken School of Economics - Helsinki Graduate School of Economics
Downloads 72 (413,388)

Abstract:

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liquidity, resiliency, fragmentation, competition, high-frequency data, Hawkes processes