Sentiment; Dirichlet-Hawkes; Sequential Monte Carlo; SMC; S&P 500; Stock Market Forecasting
Zaharieva, M.D.
hdl.handle.net/2105/56931
Econometrie
Erasmus School of Economics

Wieringa, T.S. (2021, April). Predicting movement of the S&P 500 with sentiment, a Dirichlet-Hawkes based approach. Econometrie. Retrieved from http://hdl.handle.net/2105/56931