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We consider the sectoral composition of a country's GDP, i.e. the partitioning into agrarian, industrial, and service sectors. Exploring a simple system of differential equations we characterize the transfer of GDP shares between the…

General Finance · Quantitative Finance 2014-09-15 Raphael Lutz , Michael Spies , Dominik E. Reusser , Jürgen P. Kropp , Diego Rybski

This paper examines the evolution of business and consumer uncertainty amid the coronavirus pandemic in 32 European countries and the European Union (EU).Since uncertainty is not directly observable, we approximate it using the geometric…

General Economics · Economics 2020-12-04 Oscar Claveria

Recent advances in natural language processing (NLP) and large language models (LLMs) have enabled the systematic use of large-scale textual data from news, social media, and reports to create datasets with socio-economic impacts of climate…

Country instability is a global issue, with unpredictably high levels of instability thwarting socio-economic growth and possibly causing a slew of negative consequences. As a result, uncertainty prediction models for a country are becoming…

Artificial Intelligence · Computer Science 2024-11-12 Adam Zebrowski , Haithem Afli

We extract the sentiment from german and english news articles on companies in the DAX40 stock market index and use it to create a sentiment-powered pendant. Comparing it to existing products which adjust their weights at pre-defined dates…

Portfolio Management · Quantitative Finance 2024-10-01 Fabian Billert , Stefan Conrad

Predicting financial markets and stock price movements requires analyzing a company's performance, historic price movements, industry-specific events alongside the influence of human factors such as social media and press coverage. We…

Information Retrieval · Computer Science 2024-11-05 Ali Elahi , Fatemeh Taghvaei

Most research on emotion analysis from text focuses on the task of emotion classification or emotion intensity regression. Fewer works address emotions as a phenomenon to be tackled with structured learning, which can be explained by the…

Computation and Language · Computer Science 2020-03-04 Laura Bostan , Evgeny Kim , Roman Klinger

Using a set of over 70.000 records from PLOS One journal consisting of 37 lexical, sentiment and bibliographic variables we perform analysis backed with machine learning methods to predict the class of popularity of scientific papers…

Physics and Society · Physics 2023-07-19 Robert Jankowski , Julian Sienkiewicz

We explore the task of predicting the leading political ideology or bias of news articles. First, we collect and release a large dataset of 34,737 articles that were manually annotated for political ideology -left, center, or right-, which…

Computation and Language · Computer Science 2020-10-13 Ramy Baly , Giovanni Da San Martino , James Glass , Preslav Nakov

A growing number of people are changing the way they consume news, replacing the traditional physical newspapers and magazines by their virtual online versions or/and weblogs. The interactivity and immediacy present in online news are…

Computers and Society · Computer Science 2015-04-17 Julio Reis , Fabrıcio Benevenuto , Pedro O. S. Vaz de Melo , Raquel Prates , Haewoon Kwak , Jisun An

Although high-resolution gridded climate variables are provided by multiple sources, the need for country and region-specific climate data weighted by indicators of economic activity is becoming increasingly common in environmental and…

General Economics · Economics 2024-05-27 Marco Gortan , Lorenzo Testa , Giorgio Fagiolo , Francesco Lamperti

A myriad of different data are generated to characterize a soccer match. Here we discuss which performance indicators are particularly helpful to forecast the future results of a team via an estimation of the underlying team strengths with…

Physics and Society · Physics 2020-03-10 Andreas Heuer

User sentiment on social media reveals the underlying social trends, crises, and needs. Researchers have analyzed users' past messages to trace the evolution of sentiments and reconstruct sentiment dynamics. However, predicting the imminent…

Computation and Language · Computer Science 2025-12-25 Fanhang Man , Huandong Wang , Jianjie Fang , Zhaoyi Deng , Baining Zhao , Xinlei Chen , Yong Li

The widespread usage of social networks during mass convergence events, such as health emergencies and disease outbreaks, provides instant access to citizen-generated data that carry rich information about public opinions, sentiments,…

Social and Information Networks · Computer Science 2023-06-05 Muhammad Imran , Umair Qazi , Ferda Ofli

A recent increase in data availability has allowed the possibility to perform different statistical linguistic studies. Here we use the Google Books Ngram dataset to analyze word flow among English, French, German, Italian, and Spanish. We…

Computation and Language · Computer Science 2023-01-18 Josué Ely Molina , Jorge Flores , Carlos Gershenson , Carlos Pineda

This paper develops a dynamic factor model that uses euro area (EA) country-specific information on output and inflation to estimate an area-wide measure of the output gap. Our model assumes that output and inflation can be decomposed into…

Econometrics · Economics 2020-01-14 Florian Huber , Michael Pfarrhofer , Philipp Piribauer

With its rapid growth and increasing adoption, big data is producing a substantial impact in society. Its usage is opening both opportunities such as new business models and economic gains and risks such as privacy violations and…

Computers and Society · Computer Science 2018-03-28 Martí Cuquet , Anna Fensel

This article presents a comparative study of large language models (LLMs) in the task of sentiment analysis of financial market news. This work aims to analyze the performance difference of these models in this important natural language…

Statistical Finance · Quantitative Finance 2025-10-21 Lucas Eduardo Pereira Teles , Carlos M. S. Figueiredo

There are tons of news articles generated every day reflecting the activities of key roles such as people, organizations and political parties. Analyzing these key roles allows us to understand the trends in news. In this paper, we present…

Computation and Language · Computer Science 2019-09-13 Chen Xia , Haoxiang Zhang , Jacob Moghtader , Allen Wu , Kai-Wei Chang

The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via…

Statistical Finance · Quantitative Finance 2020-09-23 Junni L. Zhang , Wolfgang Karl Härdle , Cathy Y. Chen , Elisabeth Bommes
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