Search Results - subject:"Topic Model"

Understanding large-scale dynamic purchase behavior

Jacobs, Bruno; Fok, Dennis; Donkers, Bas - 2020

Persistent link: https://www.econbiz.de/10012316526

Construction of macroeconomic uncertainty indices for financial market analysis using a supervised topic model

Yono, Kyoto; Sakaji, Hiroki; Matsushima, Hiroyasu; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/79, pp. 1-18

uncertainty based on the news text. Further, we proposed an extended topic model that uses not only news text data but also …

Persistent link: https://www.econbiz.de/10012302719

Media-expressed tone, Option Characteristics, and Stock Return Predictability

Chen, Cathy Yi-Hsuan; Fengler, Matthias R.; Härdle, … - 2019

We distill tone from a huge assortment of NASDAQ articles to examine the predictive power of media-expressed tone in single-stock option markets and equity markets. We find that (1) option markets are impacted by media tone; (2) option variables predict stock returns along with tone; (3) option...

Persistent link: https://www.econbiz.de/10012433229

Measuring uncertainty at the regional level using newspaper text

Rauh, Christopher - 2019

Persistent link: https://www.econbiz.de/10012103313

The role of textual analysis in oil futures price forecasting based on machine learning approach

Gong, Xu; Guan, Keqin; Chen, Qiyang - In: The journal of futures markets 42 (2022) 10, pp. 1987-2017

Persistent link: https://www.econbiz.de/10013465836

Discovering emerging threats in the hacker community : a nonparametric emerging topic detection framework

Li, Weifeng; Chen, Hsinchun - In: MIS quarterly 46 (2022) 4, pp. 2337-2350

Persistent link: https://www.econbiz.de/10013556703

The impact of COVID-19 on hotel customer satisfaction : evidence from Beijing and Shanghai in China

Sun, Shaolong; Jiang, Fuxin; Feng, Gengzhong; Wang, Shouyang - In: International journal of contemporary hospitality management 34 (2022) 1, pp. 382-406

Persistent link: https://www.econbiz.de/10012798197

Tracing the evolution of 3-D printing technology in China using LDA-based patent abstract mining

Wei, Chen; Chaoran, Lin; Chuanyun, Li; Lingkai, Kong; … - In: IEEE transactions on engineering management : EM 69 (2022) 4, pp. 1135-1145

Persistent link: https://www.econbiz.de/10013354968

Media-expressed tone, option characteristics, and stock return predictability

Chen, Yi-Hsuan; Fengler, Matthias; Härdle, Wolfgang; … - In: Journal of economic dynamics & control 134 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013384809

Assessing technology legitimacy with topic models and sentiment analysis : the case of wind power in Germany

Dehler-Holland, Joris; Okoh, Marvin; Keles, Dogan - In: Technological forecasting & social change : an … 175 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013332779