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| Oct 4, 2021 | » | Online Markets
4 min; updated Sep 5, 2022
WWW ‘21: The Web Conference 2021REST: Relational Event-Driven Stock Trend ForecastingREST, an event-driven stock trend forecasting framework, that overcomes two limitations of existing event-driven models. Models the stock context, and learns the effect of event information on the stocks under different contexts. Constructs a stock graph and designs a new propagation layer to propagate the effect of event information from related stocks. #stock-trend-forecasting #computational-finance | ||||||||||||||||||||||||
| Jun 1, 2019 | » | 04. The Explosive Bubbles of the Early 2000s
5 min; updated Mar 12, 2022
Dotcom crash took away $8tn (yearly output of Germany, France, England, Italy, Spain, the Netherlands, and Russia) of market value. The Internet BubbleThe internet had 2 bubble qualities: some new technology & some new business opportunity. A Broad-Scale High-Tech BubbleCisco and JDS Uniphase, producers of the backbone of the Internet, sold at +100 P/E. As usual, companies changed their names to include “dot.com”, “dotnet”, and “Internet”.
PalmPilot (maker of PDAs) was at one point valued at 2x its parent company, 3Com. ... |
The value of stock trend forecasting is not unanimous, e.g. Malkiel contends that forecasting is a fool’s game , while Simon’s RenTech is all about the math . But it seems like the question is an empirical one, and therefore, a good answer should exist. Why are there opposing camps?
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