相关论文: A Socioeconomic Well-Being Index
In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…
The fast-growing Emerging Market (EM) economies and their improved transparency and liquidity have attracted international investors. However, the external price shocks can result in a higher level of volatility as well as domestic policy…
Amid growing concerns over AI's societal risks--ranging from civilizational collapse to misinformation and systemic bias--this study explores the perceptions of AI experts and the general US registered voters on the likelihood and impact of…
Financial markets typically exhibit dynamically complex properties as they undergo continuous interactions with economic and environmental factors. The Efficient Market Hypothesis indicates a rich difference in the structural complexity of…
Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…
A two-variable model is developed to forecast the probability of recession in the U.S. economy. Like many others, the model uses data a year or more old to explain movements of a dichotomous dependent variable for recession. The innovation…
Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i.e. environmental,…
Using 2.6 billion geolocated social-media posts (2014-2022) and a fine-tuned generative language model, we construct county-level indicators of life satisfaction and happiness for the United States. We document an apparent rural-urban…
This study examines how housing sector volatilities affect real estate investment trust (REIT) equity return in the United States. I argue that unexpected changes in housing variables can be a source of aggregate housing risk, and the first…
Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…
Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…
The Coronavirus pandemic has created complex challenges and adverse circumstances. This research discovers public sentiment amidst problematic socioeconomic consequences of the lockdown, and explores ensuing four potential sentiment…
Improving health worldwide will require rigorous quantification of population-level trends in health status. However, global-level surveys are not available, forcing researchers to rely on fragmentary country-specific data of varying…
Social anxiety represents a prevalent challenge in modern society, affecting individuals across personal and professional spheres. Left unaddressed, this condition can yield substantial negative consequences, impacting social interactions…
Microblogging is a form of online communication by which users broadcast brief text updates, also known as tweets, to the public or a selected circle of contacts. A variegated mosaic of microblogging uses has emerged since the launch of…
Suicidal behavior is a leading cause of injury and death worldwide. Suicide has been associated with psychiatric illnesses such as depression and schizophrenia, as well as economic uncertainty, and social/cultural factors. This study…
Purpose: Identify and examine the associations between health behaviors and increased risk of adolescent suicide attempts, while controlling for socioeconomic and demographic differences. Design: A data-driven analysis using cross-sectional…
This study investigates the emotional rhythms and behavioral mechanisms of dominant political leaders in strategic decision-making. Using the Trump administration's 125 percent tariff hike on China as a case, it adopts a Multimodal…
This paper proposes a novel empirical strategy to measure cultural justifications of domestic violence within households, with direct implications for demographic behavior and gender inequality. Leveraging survey data on individual…
The ability to estimate the current affective statuses of web users has considerable potential for the realization of user-centric services in the society. However, in real-world web services, it is difficult to determine the type of data…