相关论文: News-based Business Sentiment and its Properties a…
The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy. We propose a fine-grained aspect-based sentiment analysis that has two main characteristics: 1) we…
We develop a resource-efficient methodology for measuring economic outlook in news text that combines document embeddings with synthetic training data generated by large language models. Applied to 27 million news articles, the resulting…
Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely…
News can convey bearish or bullish views on financial assets. Institutional investors need to evaluate automatically the implied news sentiment based on textual data. Given the huge amount of news articles published each day, most of which…
Text-based sentiment indicators are widely used to monitor public and market mood, but weekly sentiment series are noisy by construction. A main reason is that the amount of relevant news changes over time and across categories. As a…
In the following paper, we use a topic modeling algorithm and sentiment scoring methods to construct a novel metric that serves as a leading indicator in recession prediction models. We hypothesize that the inclusion of such a sentiment…
Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…
Scientific papers are complex and understanding the usefulness of these papers requires prior knowledge. Peer reviews are comments on a paper provided by designated experts on that field and hold a substantial amount of information, not…
People use the world wide web heavily to share their experience with entities such as products, services, or travel destinations. Texts that provide online feedback in the form of reviews and comments are essential to make consumer…
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…
Sentiment-based stock prediction systems aim to explore sentiment or event signals from online corpora and attempt to relate the signals to stock price variations. Both the feature-based and neural-networks-based approaches have delivered…
Typical investors start off the day by going through the daily news to get an intuition about the performance of the market. The speculations based on the tone of the news ultimately shape their responses towards the market. Today,…
Whenever human beings interact with each other, they exchange or express opinions, emotions, and sentiments. These opinions can be expressed in text, speech or images. Analysis of these sentiments is one of the popular research areas of…
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies…
Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…
In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…
This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extracting predictive signals from financial news. Using the S&P 100…
We propose an indicator to measure the degree to which a particular news article is novel, as well as an indicator to measure the degree to which a particular news item attracts attention from investors. The novelty measure is obtained by…
Recent years have brought a significant growth in the volume of research in sentiment analysis, mostly on highly subjective text types (movie or product reviews). The main difference these texts have with news articles is that their target…
The constantly increasing rate at which scientific papers are published makes it difficult for researchers to identify papers that currently impact the research field of their interest. Hence, approaches to effectively identify papers of…