Replication Code for the paper "Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs: a Machine Learning approach"
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| Publication date | 2025 |
| Description | The repository is divided in two main folders: Models and Estimation. The modeling part is in Julia and can be used to replicate the figures that pertain to the theoretical model. The estimation part is in Python and can replicate figures and tables relative to the estimation part. |
| Publisher | Bank of Canada |
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| Document type | Dataset |
| Related dataset | BiTSI |
| Related publication | Sentiment-driven speculation in financial markets with heterogeneous beliefs |
| DOI | https://doi.org/10.34989/0krh-k257 |
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