Systemic risk modelling concerns the estimation of the interrelationships between financial institutions, with the aim of establishing which of them are more central and, therefore, more contagious/subject to contagion. The aim of this paper is to develop a novel systemic risk model. A model...

In Natural Language Processing (NLP), sarcasm analysis in the text is considered as the most challenging task. It has been broadly researched in recent years. The property of sarcasm that makes it harder to detect is the gap between the literal and its intended meaning. It is a particular kind...

Purpose – Social Media is one of the largest platforms to voluntarily communicate thoughts. With increase in multimedia data on social networking websites, information about human behaviour is increasing. This user-generated data are present on the internet in different modalities including...