no code implementations • 16 Dec 2021 • Qinkai Chen, Christian-Yann Robert
In this paper, we are interested in forecasting short-term realized volatility in a multivariate approach based on limit order book data and relational data.
no code implementations • 22 Jul 2021 • Qinkai Chen, Christian-Yann Robert
Predicting stock prices from textual information is a challenging task due to the uncertainty of the market and the difficulty understanding the natural language from a machine's perspective.
