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Gusev, Maxim and Kroujiline, Dimitri and Govorkov, Boris and Sharov, Sergey V. and Ushanov, Dmitry and Zhilyaev, Maxim (2014): Predictable markets? A news-driven model of the stock market. Forthcoming in: Algorithmic Finance

Kroujiline, Dimitri and Gusev, Maxim and Ushanov, Dmitry and Sharov, Sergey V. and Govorkov, Boris (2015): Forecasting stock market returns over multiple time horizons.

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