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News Cohesiveness: an Indicator of Systemic Risk in Financial Markets.

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Irena Brunskole

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Inferring short-term volatility indicators from Bitcoin blockchain., , , , и . CoRR, (2018)Classification of Paper Values Based on Citation Rank and PageRank., , и . J. Data Inf. Sci., 5 (3): 57-70 (2020)Enhanced news sentiment analysis using deep learning methods., , и . J. Comput. Soc. Sci., 2 (1): 33-46 (2019)Using Centrality Measures to Extract Knowledge from Cryptocurrencies' Interdependencies Networks., , , , , , , , и . ICT Innovations, том 1740 из Communications in Computer and Information Science, стр. 76-90. Springer, (2022)Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain., , , , и . COMPLEX NETWORKS (2), том 813 из Studies in Computational Intelligence, стр. 508-520. Springer, (2018)Erratum to "Systemic risk and structural changes in a bipartite bank network: a new perspective on the Japanese banking crisis of the 1990s"., и . J. Complex Networks, 5 (3): 512 (2017)News Cohesiveness: an Indicator of Systemic Risk in Financial Markets., , , , , , и . CoRR, (2014)Socio-Economic Impact of the Covid-19 Pandemic in the U.S., и . Entropy, 23 (6): 673 (2021)Performance Evaluation of Word and Sentence Embeddings for Finance Headlines Sentiment Analysis., , , , , , и . ICT Innovations, том 1110 из Communications in Computer and Information Science, стр. 161-172. Springer, (2019)Evaluation of Sentiment Analysis in Finance: From Lexicons to Transformers., , , , и . IEEE Access, (2020)