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Neurocomputing, Volume 264

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Volume 264, November 2017

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Peter Sarlin, Kaj-Mikael Björk:
Machine learning in finance - Guest editorial. 1

Descriptive, prescriptive and predictive methods

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María Usi López, Serafín Martínez-Jaramillo, Fabrizio Lopez-Gallo:
The repo market in Mexico: Empirics and stylized facts. 2-19
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  - journals/ijon/SongLY17
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Qiang Song, Anqi Liu, Steve Y. Yang:
Stock portfolio selection using learning-to-rank algorithms with news sentiment. 20-28
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Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu, Andrei Kirilenko:
Genetic programming optimization for a sentiment feedback strength based trading strategy. 29-41

Network analysis

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Xian Cheng, Ji Wu, Stephen Shaoyi Liao:
A study of contagion in the financial system from the perspective of network analytics. 42-49
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Paola Cerchiello, Paolo Giudici, Giancarlo Nicola:
Twitter data models for bank risk contagion. 50-56
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  - journals/ijon/RonnqvistS17
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Samuel Rönnqvist, Peter Sarlin:
Bank distress in the news: Describing events through deep learning. 57-70
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Yauheniya Shynkevich, T. Martin McGinnity, Sonya A. Coleman, Ammar Belatreche, Yuhua Li:
Forecasting price movements using technical indicators: Investigating the impact of varying input window length. 71-88

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