Predicting movement of the S&P 500 with sentiment, a Dirichlet-Hawkes based approach

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Keywords	Sentiment; Dirichlet-Hawkes; Sequential Monte Carlo; SMC; S&P 500; Stock Market Forecasting
Thesis Advisor	Zaharieva, M.D.
Persistent URL	hdl.handle.net/2105/56931
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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

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