Luigi Longo- IMT School for Advanced Studies Lucca
Luigi Longo
- IMT School for Advanced Studies Lucca
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5
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Introduction
Current institution
Publications
Publications (5)
The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social network activity, which might affect the financial market stability. We apply our approach to the subreddit r/WallS...
The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social network activity, which might affect the financial market stability. We apply our approach to the subreddit r/WallS...
We propose an ensemble learning methodology to forecast the future US GDP growth release. Our approach combines a Recurrent Neural Network (RNN) and a Dynamic Factor model accounting for time-variation in the mean with a Generalized Autoregressive Score (DFM-GAS). We show how our approach improves forecasts in the aftermath of the 2008-09 global fi...
