Maxime
  • Member for 6 years, 11 months
  • Last seen more than a month ago
6 answers
31 votes
9k views
Any research on how natural language processing can be used to forecast stocks?
4 votes

Recent research A recent article by Frank Zhao is interesting to get started: Natural Language Processing - Part I: Primer. You will find more papers on this repo (too long to copy all here): ...

View answer
2 answers
-2 votes
147 views
Martiglale and Brownian Motion
1 votes

In real world probabilities it is not a martingale as the expected value of the stock in the future will be different than its actual value, because of its non-zero drift. In the risk-neutral ...

View answer