相关论文: Risk & returns around FOMC press conferences: a no…
This article investigates whether the Federal Reserve Chair strategically controls facial expressions during FOMC press conferences and how these nonverbal cues affect financial markets. I use facial recognition technology on videos of…
This paper introduces a transparent framework to identify the informational content of FOMC announcements. We do so by modelling the expectations of the FOMC and private sector agents using state of the art computational linguistic tools on…
Communication is now a standard tool in the central bank's monetary policy toolkit. Theoretically, communication provides the central bank an opportunity to guide public expectations, and it has been shown empirically that central bank…
Recent developments in monetary policy by the Federal Reserve has created a need for an objective method of communication analysis.Using methods developed for text analysis, we present a novel technique of analysis which creates a semantic…
This study emphasizes how crucial it is to visualize machine learning models, especially for the banking industry, in order to improve interpretability and support predictions in high stakes financial settings. Visual tools enable…
Videoconferencing is now a frequent mode of communication in both professional and informal settings, yet it often lacks the fluidity and enjoyment of in-person conversation. This study leverages multimodal machine learning to predict…
Synchronous data-rich conversations are commonplace within enterprise organizations, taking place at varying degrees of formality between stakeholders at different levels of data literacy. In these conversations, representations of data are…
Visual Question and Answering (VQA) problems are attracting increasing interest from multiple research disciplines. Solving VQA problems requires techniques from both computer vision for understanding the visual contents of a presented…
The Federal Open Market Committee within the Federal Reserve System is responsible for managing inflation, maximizing employment, and stabilizing interest rates. Meeting minutes play an important role for market movements because they…
Creating fair opportunities for all participants to contribute is a notable challenge in video conferencing. This paper introduces FairTalk, a system that facilitates the subconscious redistribution of speaking opportunities. FairTalk…
This paper introduces a novel methodology for index return forecasting, blending highly correlated stock prices, advanced deep learning techniques, and intricate factor integration. Departing from conventional cap-weighted approaches, our…
Every publicly traded company in the US is required to file an annual 10-K financial report, which contains a wealth of information about the company. In this paper, we propose an explainable deep-learning model, called FinBERT-XRC, that…
In meetings where important decisions get made, what items receive more attention may influence the outcome. We examine how different types of rhetorical (de-)emphasis -- including hedges, superlatives, and contrastive conjunctions --…
Deliberation plays a crucial role in shaping outcomes by weighing diverse perspectives before reaching decisions. With recent advancements in Natural Language Processing, it has become possible to computationally model deliberation by…
We address the problem of extracting structured representations of economic events from a large corpus of news articles, using a combination of natural language processing and machine learning techniques. The developed techniques allow for…
Monetary policy pronouncements by Federal Open Market Committee (FOMC) are a major driver of financial market returns. We construct the largest tokenized and annotated dataset of FOMC speeches, meeting minutes, and press conference…
Finance-related news such as Bloomberg News, CNN Business and Forbes are valuable sources of real data for market screening systems. In news, an expert shares opinions beyond plain technical analyses that include context such as political,…
In quantitative investing, return prediction supports various tasks, including stock selection, portfolio optimization, and risk management. Quantitative factors, such as valuation, quality, and growth, capture various characteristics of…
Earnings conference calls are significant information events for volatility forecasting, which is essential for financial risk management and asset pricing. Although some recent volatility forecasting models have utilized the textual…
Child Forensic Interviewing (FI) presents a challenge for effective information retrieval and decision making. The high stakes associated with the process demand that expert legal interviewers are able to effectively establish a channel of…