Sökning: "Financial mathematicsis"

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  1. 1. @TheRealDonaldTrump’s tweets correlation with stock market volatility

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Isak Olofsson; [2020]
    Nyckelord :Donald Trump; Volatility; Cboe VIX; Twitter; Stock Market; TF-IDF; Regression analys; Statistic; Applied mathematics; Financial mathematicsis; Donald Trump; Volatilitet; Cboe VIX; Twitter; Aktiemarknaden; TF-IDF; Regressionsanalys; Statistik; Tillämpad matematik; Finansiell matematik;

    Sammanfattning : The purpose of this study is to analyze if there is any tweet specific data posted by Donald Trump that has a correlation with the volatility of the stock market. If any details about the president Trump's tweets show correlation with the volatility, the goal is to find a subset of regressors with as high as possible predictability. LÄS MER