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

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

doi:10.36334/modsim.2013.f8.wang

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 proceeding › Conference Paper › peer-review

Original language	English
Title of host publication	MODSIM2013, 20th International Congress on Modelling and Simulation
Editors	Piantadosi, J., Anderssen, R.S. and Boland J.
Place of Publication	Australia
Publisher	Modelling and Simulation Society of Australia and New Zealand Inc.
Pages	2506-2516
Edition	Peer Reviewed
ISBN (Print)	9780987214331
DOIs	https://doi.org/10.36334/modsim.2013.f8.wang
Publication status	Published - 2013
Event	International Congress on Modelling and Simulation MODSIM 2013 - Adelaide Australia, Australia Duration: 1 Jan 2013 → … http://www.mssanz.org.au/modsim2013/

Conference

Conference	International Congress on Modelling and Simulation MODSIM 2013
Country/Territory	Australia
Period	1/01/13 → …
Other	December 1-6 2013
Internet address	http://www.mssanz.org.au/modsim2013/

Access to Document

10.36334/modsim.2013.f8.wang

Cite this

Wang, W., Ho, K.-Y., Liu, W., & Wang, T. (2013). The relation between news and stock price jump: an analysis based on neural network. In P. J. . A. R. S. A. B. J. (Ed.), MODSIM2013, 20th International Congress on Modelling and Simulation (Peer Reviewed ed., pp. 2506-2516). Modelling and Simulation Society of Australia and New Zealand Inc.. https://doi.org/10.36334/modsim.2013.f8.wang

Wang, Walter ; Ho, Kin-Yip ; Liu, Wai et al. / The relation between news and stock price jump: an analysis based on neural network. MODSIM2013, 20th International Congress on Modelling and Simulation. editor / Piantadosi, J., Anderssen, R.S. and Boland J. Peer Reviewed. ed. Australia : Modelling and Simulation Society of Australia and New Zealand Inc., 2013. pp. 2506-2516

@inproceedings{c8baea2988634768bdbcc75f7b87eefb,

title = "The relation between news and stock price jump: an analysis based on neural network",

author = "Walter Wang and Kin-Yip Ho and Wai Liu and Tracy Wang",

year = "2013",

doi = "10.36334/modsim.2013.f8.wang",

language = "English",

isbn = "9780987214331",

pages = "2506--2516",

editor = "\{Piantadosi, J., Anderssen, R.S. and Boland J.\}",

booktitle = "MODSIM2013, 20th International Congress on Modelling and Simulation",

publisher = "Modelling and Simulation Society of Australia and New Zealand Inc.",

edition = "Peer Reviewed",

note = "International Congress on Modelling and Simulation MODSIM 2013 ; Conference date: 01-01-2013",

url = "http://www.mssanz.org.au/modsim2013/",

}

Wang, W, Ho, K-Y, Liu, W & Wang, T 2013, The relation between news and stock price jump: an analysis based on neural network. in PJARSABJ (ed.), MODSIM2013, 20th International Congress on Modelling and Simulation. Peer Reviewed edn, Modelling and Simulation Society of Australia and New Zealand Inc., Australia, pp. 2506-2516, International Congress on Modelling and Simulation MODSIM 2013, Australia, 1/01/13. https://doi.org/10.36334/modsim.2013.f8.wang

The relation between news and stock price jump: an analysis based on neural network. / Wang, Walter; Ho, Kin-Yip; Liu, Wai et al.
MODSIM2013, 20th International Congress on Modelling and Simulation. ed. / Piantadosi, J., Anderssen, R.S. and Boland J. Peer Reviewed. ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc., 2013. p. 2506-2516.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › peer-review

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AU - Ho, Kin-Yip

AU - Liu, Wai

AU - Wang, Tracy

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SN - 9780987214331

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PB - Modelling and Simulation Society of Australia and New Zealand Inc.

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ER -