no code implementations • 14 Dec 2022 • Qinkai Chen, Mohamed El-Mennaoui, Antoine Fosset, Amine Rebei, Haoyang Cao, Philine Bouscasse, Christy Eóin O'Beirne, Sasha Shevchenko, Mathieu Rosenbaum
With an increasing amount of data in the art world, discovering artists and artworks suitable to collectors' tastes becomes a challenge.
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.
no code implementations • 19 Jul 2021 • Qinkai Chen
In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news.