The relation between news and stock price jump: an analysis based on neural network

Walter Wang, Kin-Yip Ho, Wai Liu, Tracy Wang

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Original languageEnglish
    Title of host publicationMODSIM2013, 20th International Congress on Modelling and Simulation
    EditorsPiantadosi, J., Anderssen, R.S. and Boland J.
    Place of PublicationAustralia
    PublisherModelling and Simulation Society of Australia and New Zealand Inc.
    Pages2506-2516
    EditionPeer Reviewed
    ISBN (Print)9780987214331
    DOIs
    Publication statusPublished - 2013
    EventInternational Congress on Modelling and Simulation MODSIM 2013 - Adelaide Australia, Australia
    Duration: 1 Jan 2013 → …
    http://www.mssanz.org.au/modsim2013/

    Conference

    ConferenceInternational Congress on Modelling and Simulation MODSIM 2013
    Country/TerritoryAustralia
    Period1/01/13 → …
    OtherDecember 1-6 2013
    Internet address

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