Related papers: Using News Articles and Financial Data to predict …
Labor market institutions are central for modern economies, and their polices can directly affect unemployment rates and economic growth. At the individual level, unemployment often has a detrimental impact on people's well-being and…
The informational context is regularly questioned in a transitional economic regime like the one implemented in China or Vietnam. This article investigates this issue and the predictive power of fundamental analysis in such context and more…
Trust lies at the crux of most economic transactions, with credit markets being a notable example. Drawing on insights from the literature on coordination games and network growth, we develop a simple model to clarify how trust breaks down…
Journalists must find stories in huge amounts of textual data (e.g. leaks, bills, press releases) as part of their jobs: determining when and why text becomes news can help us understand coverage patterns and help us build assistive tools.…
This research focuses on utilizing natural language processing techniques to predict stock price fluctuations, with a specific interest in early detection of economic, political, social, and technological changes that can be leveraged for…
A major source of information can be taken from financial news articles, which have some correlations about the fluctuation of stock trends. In this paper, we investigate the influences of financial news on the stock trends, from a…
In the wake of the ongoing global financial crisis, interdependencies among banks have come into focus in trying to assess systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to…
A crucial goal of funding research and development has always been to advance economic development. On this basis, a consider-able body of research undertaken with the purpose of determining what exactly constitutes economic impact and how…
Predicting the popularity of online content has attracted much attention in the past few years. In news rooms, for instance, journalists and editors are keen to know, as soon as possible, the articles that will bring the most traffic into…
Accurate forecasting of downside risks to economic growth is critically important for policymakers and financial institutions, particularly in the wake of recent economic crises. This paper extends the Growth-at-Risk (GaR) approach by…
Social media have been widely exploited to detect and gather relevant information about opinions and events. However, the relevance of the information is very subjective and rather depends on the application and the end-users. In this…
To reach a broader audience and optimize traffic toward news articles, media outlets commonly run social media accounts and share their content with a short text summary. Despite its importance of writing a compelling message in sharing…
Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of…
Bad statistics make research papers unreproducible and misleading. For the most part, the reasons for such misusage of numerical data have been found and addressed years ago by experts and proper practical solutions have been presented…
The use of citation counts to assess the impact of research articles is well established. However, the citation impact of an article can only be measured several years after it has been published. As research articles are increasingly…
In the context of the current financial crisis, when more companies are facing bankruptcy or insolvency, the paper aims to find methods to identify distressed firms by using financial ratios. The study will focus on identifying a group of…
We evaluate the informational content of news-based sentiment indicators for forecasting Gross Domestic Product (GDP) and other macroeconomic variables of the five major European economies. Our data set includes over 27 million articles for…
News has traditionally been well researched, with studies ranging from sentiment analysis to event detection and topic tracking. We extend the focus to two surprisingly under-researched aspects of news: \emph{framing} and \emph{predictive…
Macroeconomic fluctuations and the narratives that shape them form a mutually reinforcing cycle: public discourse can spur behavioural changes leading to economic shifts, which then result in changes in the stories that propagate. We show…