Kriste Krstovski

Columbia University

3022 Broadway

New York, NY 10027

United States

  • Columbia University

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Choosing News Topics to Explain Stock Market Returns

ACM International Conference on AI in Finance 2020
Number of pages: 8 Posted: 19 Nov 2020 Last Revised: 14 Jun 2021
Paul Glasserman, Kriste Krstovski, Paul-Robert Laliberte and Harry Mamaysky
Columbia University - Columbia Business School, Columbia University, Georgia Institute of Technology and Columbia University - Columbia Business School
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Abstract:

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text analysis, finance, supervised topic models