1 min read

News, Comments & Analysis

Business News – Markets stories and financial news from Sky Sky News. The NCI-financial correlations with financial market volatility indices are much stronger compared to the GSQ categories correlations with volatility measures with R < 0.3.="" in="" contrast="" with="" the="" nci-financial,="" the="" gsq="" categories="" exhibit="" stronger="" correlations="" with="" stock="" market="" volumes="" (0.3="">< r="">< 0.4).\n\nfrom="" figure="" 6="" ,="" we="" observe="" that="" the="" granger="" causality="" is="" sort="" of="" completely="" directed="" from="" the="" financial="" indicators="" to="" the="" data="" indicators,="" with="" a="" single="" bidirectional="" exception="" between="" the="" regionxeurocrisis="" semantic="" part="" of="" the="" nci-financial="" and="" the="" grasp="" seng="" day="" by="" day="" realised="">\n\nMuch like the findings of some previous studies 18 , 26 , during which mixture sentiment or financial headline incidence had been used as measures of the state of the financial market, NCI-financial seems to be primarily attributable to developments in the financial market somewhat than the alternative.\n\nAccess to structured data concerning the financial market with its varied instruments and indicators is on the market for several a long time, but the systematic quantification of unstructured data hidden in news from various Internet sources is of relatively latest origin.\n\nThis work was supported partly by the European commission as part of the FP7 initiatives FOC (Forecasting Financial Crises, Measurements, Models and Predictions, grant no. 255987, and FOC INCO, grant no. 297149), the EU-FET challenge MULTIPLEX (Foundational Research on MULTIlevel comPLEX networks and techniques, grant no. 317532) and by the Croatian Ministry of Science, Training and Sport challenge Machine Learning Algorithms and Functions”.