Dynamic Industry-Specific Lexicon Generation for Stock Market Forecast

2020 ◽  
pp. 162-176
Author(s):  
Salvatore Carta ◽  
Sergio Consoli ◽  
Luca Piras ◽  
Alessandro Sebastian Podda ◽  
Diego Reforgiato Recupero
Keyword(s):  
Stock Market ◽  
Market Forecast ◽  
Stock Market Forecast

scholarly journals On Volatility Swaps for Stock Market Forecast: Application Example CAC 40 French Index

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Halim Zeghdoudi ◽  
Abdellah Lallouche ◽  
Mohamed Riad Remita
Keyword(s):  
Stock Market ◽  
Financial Data ◽  
Heston Model ◽  
Market Forecast ◽  
Stock Market Forecast

This paper focuses on the pricing of variance and volatility swaps under Heston model (1993). To this end, we apply this model to the empirical financial data: CAC 40 French Index. More precisely, we make an application example for stock market forecast: CAC 40 French Index to price swap on the volatility using GARCH(1,1) model.

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