Showing 1 - 10 of 149
Persistent link: https://www.econbiz.de/10014554029
Building on the extensive production of provenance data recently, this article explains how we can expand the purview of computational analysis in humanistic and social sciences by exploring how digital methods can be applied to provenances. Provenances document chains of events of ownership and...
Persistent link: https://www.econbiz.de/10014292980
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider how the content of market-related news articles contributes to such information. Specifically, we mine news articles...
Persistent link: https://www.econbiz.de/10009437638
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...
Persistent link: https://www.econbiz.de/10009437639
We construct an Economic Policy Uncertainty (EPU) index for Malta based on the methodology of Baker, Bloom and Davis (2015) using articles published between 2004 and 2022 from four Maltese news portals. The index spikes during general elections and other significant local or international...
Persistent link: https://www.econbiz.de/10015195498
We leverages computational linguistics to determine how the narrative content of earnings conference calls influences investors' uncertainty about a firm's future valuation. By applying statistical topic modeling to a corpus of 18,254 conference calls, we extract topics and tones from both...
Persistent link: https://www.econbiz.de/10014282699
When does the Federal Reserve deviate from its dual mandate of pursuing the economic goals of maximum employment and price stability and what are the consequences? We assemble the most comprehensive collection of Federal Reserve speeches to-date and apply state-ofthe-art natural language...
Persistent link: https://www.econbiz.de/10014303045
Dictionary approaches are at the forefront of current techniques for quantifying central bank communication. This paper proposes embeddings - a language model trained using machine learning techniques - to locate words and documents in a multidimensional vector space. To accomplish this, we...
Persistent link: https://www.econbiz.de/10014446294
One of the goals of Saudi Vision 2030 is to keep the unemployment rate at the lowest level to empower the economy. Prior research has shown that an increase in unemployment has a negative effect on a country's Gross Domestic Product (GDP). This paper aims to utilise cutting-edge technology such...
Persistent link: https://www.econbiz.de/10014519674
This paper provides a direct understanding of the twin transition from the innovative activity domain. It starts with a technological mapping of the technological innovations characterised by both climate change mitigation/adaptation (green) and labour-saving attributes. To accomplish the task,...
Persistent link: https://www.econbiz.de/10014541751