National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Analýza videozáznamov správ z oblasti finančných trhov
Mikula, Michal
This work deals with the analysis of video recordings of reports from the field of financial markets. Many media from the financial sphere more and more often publish information via video or even prefer this format in some cases. Manual analysis of these videos is very time-consuming. The work therefore deals with the creation of a tool enabling their automatic analysis. The work deals with two main areas. The first area is automatic speech recognition for obtaining transcripts of videos and the second area is natural language processing for performing text analysis on a given video. Text analysis includes sentiment analysis, text summarization and key phrase extraction.
Switzerland as a Safe Haven: Does the Foreign News Matter?
Kühnl, David ; Brushko, Iuliia (advisor) ; Hayat, Arshad (referee)
David Kühnl, Bachelor Thesis Abstract This thesis investigates the relationship between financial news and Swiss franc exchange rate in the context of Switzerland being safe haven for European investors. We employ the ARMA-GARCH econometric model extended by our custom component called "Floating Returns" to estimate the reaction of the investors to particular financial news. We find out that the bad news lead to significant short-term appreciation of the Swiss franc. Furthermore, we find out that not only the real macroeconomic data but also the investors' expectations are important for exchange rate determination. Finally, our model quantify the reaction to the particular news depending on the expected values and the announced values. 1

Interested in being notified about new results for this query?
Subscribe to the RSS feed.