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Energy time-series analysis describes the process of analyzing past energy observations and possibly external factors so as to predict the future. Different tasks are involved in the general field of energy time-series analysis and…

In this article, we present a novel approach for the construction of an environment-friendly green portfolio using the ESG ratings, and application of the modern portfolio theory to present what we call as the ``green efficient frontier''…

投资组合管理 · 定量金融 2023-05-29 Shashwat Mishra , Rishabh Raj , Siddhartha P. Chakrabarty

With the uptake of algorithmic personalization in the news domain, news organizations increasingly trust automated systems with previously considered editorial responsibilities, e.g., prioritizing news to readers. In this paper we study an…

信息检索 · 计算机科学 2020-04-22 Feng Lu , Anca Dumitrache , David Graus

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…

机器学习 · 计算机科学 2022-06-30 Yiqi Deng , Siu Ming Yiu

The spread of online reviews, ratings and opinions and its growing influence on people's behavior and decisions boosted the interest to extract meaningful information from this data deluge. Hence, crowdsourced ratings of products and…

信息检索 · 计算机科学 2017-05-03 João Saúde , Guilherme Ramos , Carlos Caleiro , Soummya Kar

The World Economic Forum (WEF) publishes annual reports on global risks which have the high impact on the world's economy. Currently, many researchers analyze the modeling and evolution of risks. However, few studies focus on validation of…

社会与信息网络 · 计算机科学 2019-10-29 Xiang Niu , Gyorgy Korniss , Boleslaw K. Szymanski

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

统计金融 · 定量金融 2025-07-04 Ayaan Qayyum

Ranking models are typically designed to provide rankings that optimize some measure of immediate utility to the users. As a result, they have been unable to anticipate an increasing number of undesirable long-term consequences of their…

机器学习 · 计算机科学 2019-05-15 Behzad Tabibian , Vicenç Gómez , Abir De , Bernhard Schölkopf , Manuel Gomez Rodriguez

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

机器学习 · 统计学 2017-08-18 Patrick L. McDermott , Christopher K. Wikle

The paper considers an approach of using Google Search API and GPT-4o model for qualitative and quantitative analyses of news through retrieval-augmented generation (RAG). This approach was applied to analyze news about the 2024 US…

计算与语言 · 计算机科学 2024-10-22 Bohdan M. Pavlyshenko

We introduce the novel task of detecting sustainability initiatives in company reports. Given a full report, the aim is to automatically identify mentions of practical activities that a company has performed in order to tackle specific…

计算与语言 · 计算机科学 2022-03-07 Dan Hirlea , Christopher Bryant , Maurizio Zollo , Marek Rei

The societal role of technology, including artificial intelligence (AI), is often shaped by sociocultural narratives. This study examines how U.S. news media construct narratives about the efficacy of generative AI (GenAI), using ChatGPT in…

计算机与社会 · 计算机科学 2025-07-15 Yinan Sun , Ali Unlu , Aditya Johri

Monitoring news content automatically is an important problem. The news content, unlike traditional text, has a temporal component. However, few works have explored the combination of natural language processing and dynamic system models.…

计算与语言 · 计算机科学 2022-02-15 Honggen Zhang , June Zhang

Among other macroeconomic indicators, the monthly release of U.S. unemployment rate figures in the Employment Situation report by the U.S. Bureau of Labour Statistics gets a lot of media attention and strongly affects the stock markets. I…

交易与市场微观结构 · 定量金融 2018-05-02 Johannes Bock

The burgeoning integration of Artificial Intelligence (AI) into Environmental, Social, and Governance (ESG) initiatives within the financial sector represents a paradigm shift towards more sus-tainable and equitable financial practices.…

计算机与社会 · 计算机科学 2024-03-12 Jun Xu

The paper considers the use of GPT models with retrieval-augmented generation (RAG) for qualitative and quantitative analytics on NATO sentiments, NATO unity and NATO Article 5 trust opinion scores in different web sources: news sites found…

信息检索 · 计算机科学 2025-05-13 Bohdan M. Pavlyshenko

Personalized article recommendation is important to improve user engagement on news sites. Existing work quantifies engagement primarily through click rates. We argue that quality of recommendations can be improved by incorporating…

信息检索 · 计算机科学 2012-05-04 Deepak Agarwal , Bee-Chung Chen , Xuanhui Wang

Sustainable investing refers to the integration of environmental and social aspects in investors' decisions. We propose a novel methodology based on the Triangulated Maximally Filtered Graph and node2vec algorithms to construct an hedging…

投资组合管理 · 定量金融 2024-03-15 Michele Azzone , Maria Chiara Pocelli , Davide Stocco

News organizations are increasingly using social media to reach out to their audience aimed at raising their attention and engagement with news. Given the continuous decrease in subscription rates and audience trust in news media, it is…

社会与信息网络 · 计算机科学 2018-08-30 Bhavtosh Rath , Jisu Kim , Jisu Huh , Jaideep Srivastava

We propose how to quantify high-frequency market sentiment using high-frequency news from NASDAQ news platform and support vector machine classifiers. News arrive at markets randomly and the resulting news sentiment behaves like a…

综合金融 · 定量金融 2019-06-04 Jozef Barunik , Cathy Yi-Hsuan Chen , Jan Vecer