Learning deep news sentiment representations for macro-finance
Axel Groß-Klußmann
| Year of publication: |
2024
|
|---|---|
| Authors: | Groß-Klußmann, Axel |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 6.2024, 3, p. 341-377
|
| Subject: | Dimension reduction | High-frequency macro-data | Latent factor extraction | Neural networks | Semi-structured data | Sentiment analysis | Neuronale Netze | Theorie | Theory | Emotion | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-024-00107-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015078218