Analyzing A South African Financial News Twitter Corpus using a Topic Model

Over the past decade there has been an increase in the amount of digital information that is available. In particular, there is now vasts amount of data that is available on social media platform such as twitter and Facebook that Continue reading Analyzing A South African Financial News Twitter Corpus using a Topic Model

A Test for the Presence of Jumps in Financial Markets using Neural Networks in R

Modelling of financial markets is usually undertaken using stochastic processes. Stochastic processes are collection of random variables indexed, for our purposes, by time. Examples of stochastic processes used in finance include GBM, OU, Heston Model and Jump Diffusion processes.  For Continue reading A Test for the Presence of Jumps in Financial Markets using Neural Networks in R