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Article

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Title

Mutual Relevance of Investor Sentiment and Finance by Modeling Coupled Stochastic Systems with MARS

Authors

[ 1 ] Instytut Inżynierii Bezpieczeństwa i Jakości, Wydział Inżynierii Zarządzania, Politechnika Poznańska | [ P ] employee

Scientific discipline (Law 2.0)

[6.6] Management and quality studies

Year of publication

2020

Published in

Annals of Operations Research

Journal year: 2020 | Journal volume: vol. 295 | Journal number: iss. 1

Article type

scientific article

Publication language

english

Keywords
EN
  • Stochastic differential equations
  • Parameter estimation
  • Economics
  • Neurofinance
  • Behavioral finance
  • Investor sentiment
  • MARS
Date of online publication

12.08.2020

Pages (from - to)

183 - 206

DOI

10.1007/s10479-020-03757-8

URL

https://link.springer.com/article/10.1007%2Fs10479-020-03757-8

Ministry points / journal

70

Ministry points / journal in years 2017-2021

70

Impact Factor

4,854

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