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This is probably the first ever analysis of sell-side daily economic research to use Natural Language Processing, and it shows that the narrative of such reports can be used to predict economic time series. The NLP indexes are based on Polish and English language reports released at the same...
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This article presents the first ever ranking of professional forecasters based on the predictive power of the narrative of their regular research reports. The ranking is generated by applying the fully automated four-step procedure – called NLP-ForRank – developed in this article. The four...
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