Interest Rate Model With Investor Attitude and Text Mining
This paper develops and estimates an interest rate model with investor attitude factors, which are extracted by a text mining method. First, we consider two contrastive attitudes (optimistic versus conservative) towards uncertainties about Brownian motions driving economy, develop an interest rate m...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9086462/ |