News Based Sentiment Indicators

News Based Sentiment Indicators Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of News Based Sentiment Indicators book. This book definitely worth reading, it is an incredibly well-written.

News-based Sentiment Indicators

Author : Chengyu Huang,Sean Simpson,Daria Ulybina,Agustin Roitman
Publisher : International Monetary Fund
Page : 56 pages
File Size : 54,9 Mb
Release : 2019-12-06
Category : Business & Economics
ISBN : 9781513518374

Get Book

News-based Sentiment Indicators by Chengyu Huang,Sean Simpson,Daria Ulybina,Agustin Roitman Pdf

We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like “fear”, “risk”, “hedging”, “opinion”, and, “crisis”, as well as “positive” and “negative” sentiments, in news articles from the Financial Times. We assess the performance of our sentiment indices as “news-based” early warning indicators (EWIs) for financial crises. We find that sentiment indices spike and/or trend up ahead of financial crises.

Data Science for Economics and Finance

Author : Sergio Consoli,Diego Reforgiato Recupero,Michaela Saisana
Publisher : Springer Nature
Page : 357 pages
File Size : 53,6 Mb
Release : 2021
Category : Application software
ISBN : 9783030668914

Get Book

Data Science for Economics and Finance by Sergio Consoli,Diego Reforgiato Recupero,Michaela Saisana Pdf

This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.

Support Vector Machines

Author : Naiyang Deng,Yingjie Tian,Chunhua Zhang
Publisher : CRC Press
Page : 345 pages
File Size : 42,8 Mb
Release : 2012-12-17
Category : Business & Economics
ISBN : 9781439857939

Get Book

Support Vector Machines by Naiyang Deng,Yingjie Tian,Chunhua Zhang Pdf

Support Vector Machines: Optimization Based Theory, Algorithms, and Extensions presents an accessible treatment of the two main components of support vector machines (SVMs)-classification problems and regression problems. The book emphasizes the close connection between optimization theory and SVMs since optimization is one of the pillars on which

Sentiment Analysis and Ontology Engineering

Author : Witold Pedrycz,Shyi-Ming Chen
Publisher : Springer
Page : 456 pages
File Size : 43,5 Mb
Release : 2016-03-22
Category : Technology & Engineering
ISBN : 9783319303192

Get Book

Sentiment Analysis and Ontology Engineering by Witold Pedrycz,Shyi-Ming Chen Pdf

This edited volume provides the reader with a fully updated, in-depth treatise on the emerging principles, conceptual underpinnings, algorithms and practice of Computational Intelligence in the realization of concepts and implementation of models of sentiment analysis and ontology –oriented engineering. The volume involves studies devoted to key issues of sentiment analysis, sentiment models, and ontology engineering. The book is structured into three main parts. The first part offers a comprehensive and prudently structured exposure to the fundamentals of sentiment analysis and natural language processing. The second part consists of studies devoted to the concepts, methodologies, and algorithmic developments elaborating on fuzzy linguistic aggregation to emotion analysis, carrying out interpretability of computational sentiment models, emotion classification, sentiment-oriented information retrieval, a methodology of adaptive dynamics in knowledge acquisition. The third part includes a plethora of applications showing how sentiment analysis and ontologies becomes successfully applied to investment strategies, customer experience management, disaster relief, monitoring in social media, customer review rating prediction, and ontology learning. This book is aimed at a broad audience of researchers and practitioners. Readers involved in intelligent systems, data analysis, Internet engineering, Computational Intelligence, and knowledge-based systems will benefit from the exposure to the subject matter. The book may also serve as a highly useful reference material for graduate students and senior undergraduate students.

Leading Economic Indicators

Author : Kajal Lahiri,Geoffrey H. Moore
Publisher : Cambridge University Press
Page : 488 pages
File Size : 50,7 Mb
Release : 1991
Category : Business & Economics
ISBN : 0521438586

Get Book

Leading Economic Indicators by Kajal Lahiri,Geoffrey H. Moore Pdf

Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.

Sentiment in the Forex Market

Author : Jamie Saettele
Publisher : John Wiley & Sons
Page : 208 pages
File Size : 41,9 Mb
Release : 2017-11-06
Category : Business & Economics
ISBN : 9780470208236

Get Book

Sentiment in the Forex Market by Jamie Saettele Pdf

Crowds move markets and at major market turning points, the crowds are almost always wrong. When crowd sentiment is overwhelmingly positive or overwhelmingly negative ? it's a signal that the trend is exhausted and the market is ready to move powerfully in the opposite direction. Sentiment has long been a tool used by equity, futures, and options traders. In Sentiment in the Forex Market, FXCM analyst Jaime Saettele applies sentiment analysis to the currency market, using both traditional and new sentiment indicators, including: Commitment of Traders reports; time cycles; pivot points; oscillators; and Fibonacci time and price ratios. He also explains how to interpret news coverage of the markets to get a sense of when participants have become overly bullish or bearish. Saettele points out that several famous traders such as George Soros and Robert Prechter made huge profits by identifying shifts in crowd sentiment at major market turning points. Many individual traders lose money in the currency market, Saettele asserts, because they are too short-term oriented and trade impulsively. He believes retail traders would be much more successful if they adopted a longer-term, contrarian approach, utilizing sentiment indicators to position themselves at the beginning points of major trends.

The Handbook of News Analytics in Finance

Author : Gautam Mitra,Leela Mitra
Publisher : John Wiley & Sons
Page : 384 pages
File Size : 41,7 Mb
Release : 2011-07-13
Category : Business & Economics
ISBN : 9781119990802

Get Book

The Handbook of News Analytics in Finance by Gautam Mitra,Leela Mitra Pdf

The Handbook of News Analytics in Finance is a landmarkpublication bringing together the latest models and applications ofNews Analytics for asset pricing, portfolio construction, tradingand risk control. The content of the Hand Book is organised to provide arapid yet comprehensive understanding of this topic. Chapter 1 setsout an overview of News Analytics (NA) with an explanation of thetechnology and applications. The rest of the chapters are presentedin four parts. Part 1 contains an explanation of methods and modelswhich are used to measure and quantify news sentiment. In Part 2the relationship between news events and discovery of abnormalreturns (the elusive alpha) is discussed in detail by the leadingresearchers and industry experts. The material in this part alsocovers potential application of NA to trading and fund management.Part 3 covers the use of quantified news for the purpose ofmonitoring, early diagnostics and risk control. Part 4 is entirelyindustry focused; it contains insights of experts from leadingtechnology (content) vendors. It also contains a discussion oftechnologies and finally a compact directory of content vendor andfinancial analytics companies in the marketplace of NA. Thebook draws equally upon the expertise of academics andpractitioners who have developed these models and is supported bytwo major content vendors - RavenPack and Thomson Reuters - leadingproviders of news analytics software and machine readablenews. The book will appeal to decision makers in the banking, finance andinsurance services industry. In particular: asset managers;quantitative fund managers; hedge fund managers; algorithmictraders; proprietary (program) trading desks; sell-side firms;brokerage houses; risk managers and research departments willbenefit from the unique insights into this new and pertinent areaof financial modelling.

Handbook of US Consumer Economics

Author : Andrew Haughwout,Benjamin Mandel
Publisher : Academic Press
Page : 456 pages
File Size : 48,7 Mb
Release : 2019-08-12
Category : Business & Economics
ISBN : 9780128135259

Get Book

Handbook of US Consumer Economics by Andrew Haughwout,Benjamin Mandel Pdf

Handbook of U.S. Consumer Economics presents a deep understanding on key, current topics and a primer on the landscape of contemporary research on the U.S. consumer. This volume reveals new insights into household decision-making on consumption and saving, borrowing and investing, portfolio allocation, demand of professional advice, and retirement choices. Nearly 70% of U.S. gross domestic product is devoted to consumption, making an understanding of the consumer a first order issue in macroeconomics. After all, understanding how households played an important role in the boom and bust cycle that led to the financial crisis and recent great recession is a key metric. Introduces household finance by examining consumption and borrowing choices Tackles macro-problems by observing new, original micro-data Looks into the future of consumer spending by using data, not questionnaires

World Bank East Asia and Pacific Economic Update, April 2019

Author : World Bank
Publisher : World Bank Publications
Page : 166 pages
File Size : 45,8 Mb
Release : 2019-04-23
Category : Business & Economics
ISBN : 9781464814129

Get Book

World Bank East Asia and Pacific Economic Update, April 2019 by World Bank Pdf

Despite global economic volatility, growth in developing East Asia and Pacific (EAP) was resilient during 2018, and in the first quarter of 2019. The growth outlook for developing EAP is expected to soften in 2019, as China's economic expansion continues to moderate. Downside risks remain, including expected moderated global demand, continued trade tensions, the risk of a faster-thanexpected financial tightening in developed economies, the risk of weaker-than-expected growth in China, and continued financial market volatility. Also, or in combination, these risks could weigh on the· region's growth prospects in the short-to-medium term. To manage global and regional headwinds, developing EAP economies should reduce short-term vulnerabilities and enhance buffers, redouble their commitment to an open, rules-based international trade and investment framework, including through deeper regional economic integration, and deepen structural reforms. The intensification of risks underscores the need to continue to enhance economic security by investing in human capital and strengthen social assistance.

Machine Learning and Principles and Practice of Knowledge Discovery in Databases

Author : Irena Koprinska,Paolo Mignone,Riccardo Guidotti,Szymon Jaroszewicz,Holger Fröning,Francesco Gullo,Pedro M. Ferreira,Damian Roqueiro,Gaia Ceddia,Slawomir Nowaczyk,João Gama,Rita Ribeiro,Ricard Gavaldà,Elio Masciari,Zbigniew Ras,Ettore Ritacco,Francesca Naretto,Andreas Theissler,Przemyslaw Biecek,Wouter Verbeke,Gregor Schiele,Franz Pernkopf,Michaela Blott,Ilaria Bordino,Ivan Luciano Danesi,Giovanni Ponti,Lorenzo Severini,Annalisa Appice,Giuseppina Andresini,Ibéria Medeiros,Guilherme Graça,Lee Cooper,Naghmeh Ghazaleh,Jonas Richiardi,Diego Saldana,Konstantinos Sechidis,Arif Canakoglu,Sara Pido,Pietro Pinoli,Albert Bifet,Sepideh Pashami
Publisher : Springer Nature
Page : 499 pages
File Size : 44,5 Mb
Release : 2023-01-30
Category : Computers
ISBN : 9783031236334

Get Book

Machine Learning and Principles and Practice of Knowledge Discovery in Databases by Irena Koprinska,Paolo Mignone,Riccardo Guidotti,Szymon Jaroszewicz,Holger Fröning,Francesco Gullo,Pedro M. Ferreira,Damian Roqueiro,Gaia Ceddia,Slawomir Nowaczyk,João Gama,Rita Ribeiro,Ricard Gavaldà,Elio Masciari,Zbigniew Ras,Ettore Ritacco,Francesca Naretto,Andreas Theissler,Przemyslaw Biecek,Wouter Verbeke,Gregor Schiele,Franz Pernkopf,Michaela Blott,Ilaria Bordino,Ivan Luciano Danesi,Giovanni Ponti,Lorenzo Severini,Annalisa Appice,Giuseppina Andresini,Ibéria Medeiros,Guilherme Graça,Lee Cooper,Naghmeh Ghazaleh,Jonas Richiardi,Diego Saldana,Konstantinos Sechidis,Arif Canakoglu,Sara Pido,Pietro Pinoli,Albert Bifet,Sepideh Pashami Pdf

This volume constitutes the papers of several workshops which were held in conjunction with the International Workshops of ECML PKDD 2022 on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, ECML PKDD 2022, held in Grenoble, France, during September 19–23, 2022. The 73 revised full papers and 6 short papers presented in this book were carefully reviewed and selected from 143 submissions. ECML PKDD 2022 presents the following five workshops: Workshop on Data Science for Social Good (SoGood 2022) Workshop on New Frontiers in Mining Complex Patterns (NFMCP 2022) Workshop on Explainable Knowledge Discovery in Data Mining (XKDD 2022) Workshop on Uplift Modeling (UMOD 2022) Workshop on IoT, Edge and Mobile for Embedded Machine Learning (ITEM 2022) Workshop on Mining Data for Financial Application (MIDAS 2022) Workshop on Machine Learning for Cybersecurity (MLCS 2022) Workshop on Machine Learning for Buildings Energy Management (MLBEM 2022) Workshop on Machine Learning for Pharma and Healthcare Applications (PharML 2022) Workshop on Data Analysis in Life Science (DALS 2022) Workshop on IoT Streams for Predictive Maintenance (IoT-PdM 2022)

Artificial Neural Network Modelling

Author : Subana Shanmuganathan,Sandhya Samarasinghe
Publisher : Springer
Page : 472 pages
File Size : 51,8 Mb
Release : 2016-02-03
Category : Technology & Engineering
ISBN : 9783319284958

Get Book

Artificial Neural Network Modelling by Subana Shanmuganathan,Sandhya Samarasinghe Pdf

This book covers theoretical aspects as well as recent innovative applications of Artificial Neural networks (ANNs) in natural, environmental, biological, social, industrial and automated systems. It presents recent results of ANNs in modelling small, large and complex systems under three categories, namely, 1) Networks, Structure Optimisation, Robustness and Stochasticity 2) Advances in Modelling Biological and Environmental Systems and 3) Advances in Modelling Social and Economic Systems. The book aims at serving undergraduates, postgraduates and researchers in ANN computational modelling.

Trading on Sentiment

Author : Richard L. Peterson
Publisher : John Wiley & Sons
Page : 368 pages
File Size : 42,5 Mb
Release : 2016-03-04
Category : Business & Economics
ISBN : 9781119163756

Get Book

Trading on Sentiment by Richard L. Peterson Pdf

In his debut book on trading psychology, Inside the Investor’s Brain, Rich­ard Peterson demonstrated how managing emotions helps top investors outperform. Now, in Trading on Sentiment, he takes you inside the science of crowd psychol­ogy and demonstrates that not only do price patterns exist, but the most predictable ones are rooted in our shared human nature. Peterson’s team developed text analysis engines to mine data - topics, beliefs, and emotions - from social media. Based on that data, they put together a market-neutral social media-based hedge fund that beat the S&P 500 by more than twenty-four percent—through the 2008 financial crisis. In this groundbreaking guide, he shows you how they did it and why it worked. Applying algorithms to so­cial media data opened up an unprecedented world of insight into the elusive patterns of investor sentiment driving repeating market moves. Inside, you gain a privi­leged look at the media content that moves investors, along with time-tested techniques to make the smart moves—even when it doesn’t feel right. This book digs underneath technicals and fundamentals to explain the primary mover of market prices - the global information flow and how investors react to it. It provides the expert guidance you need to develop a competitive edge, manage risk, and overcome our sometimes-flawed human nature. Learn how traders are using sentiment analysis and statistical tools to extract value from media data in order to: Foresee important price moves using an understanding of how investors process news. Make more profitable investment decisions by identifying when prices are trending, when trends are turning, and when sharp market moves are likely to reverse. Use media sentiment to improve value and momentum investing returns. Avoid the pitfalls of unique price patterns found in commodities, currencies, and during speculative bubbles Trading on Sentiment deepens your understanding of markets and supplies you with the tools and techniques to beat global markets— whether they’re going up, down, or sideways.

Economic News, Sentiment, and Behavior

Author : Juliane A. Lischka
Publisher : Springer
Page : 129 pages
File Size : 43,9 Mb
Release : 2015-11-04
Category : Language Arts & Disciplines
ISBN : 9783658115418

Get Book

Economic News, Sentiment, and Behavior by Juliane A. Lischka Pdf

This book explores the relations between objective, media-related, and social attitudinal as well as behavioral realities of private, expert, and corporate agents in the traditions of mass communication, journalism studies and behavioral economics. Results based on time series analyses for German data show that the news reports in a volatile manner on the economy and may influence its development through third-person effects. Bad economic news does not cause a decrease in private purchase intentions. Bad news may lead to a change in corporate decisions, such as advertising expenditures, because corporate decision makers may presume changes in consumer behavior through news.

Human-Computer Interaction and Knowledge Discovery in Complex, Unstructured, Big Data

Author : Andreas Holzinger,Gabriella Pasi
Publisher : Springer
Page : 442 pages
File Size : 44,6 Mb
Release : 2013-06-26
Category : Computers
ISBN : 9783642391460

Get Book

Human-Computer Interaction and Knowledge Discovery in Complex, Unstructured, Big Data by Andreas Holzinger,Gabriella Pasi Pdf

This book constitutes the refereed proceedings of the Third Workshop on Human-Computer Interaction and Knowledge Discovery, HCI-KDD 2013, held in Maribor, Slovenia, in July 2013, at SouthCHI 2013. The 20 revised papers presented were carefully reviewed and selected from 68 submissions. The papers are organized in topical sections on human-computer interaction and knowledge discovery, knowledge discovery and smart homes, smart learning environments, and visualization data analytics.

MarketPsych

Author : Richard L. Peterson,Frank F. Murtha
Publisher : John Wiley & Sons
Page : 182 pages
File Size : 41,7 Mb
Release : 2010-07-30
Category : Business & Economics
ISBN : 9780470886779

Get Book

MarketPsych by Richard L. Peterson,Frank F. Murtha Pdf

An investor's guide to understanding the most elusive (yet most important) aspect of successful investing - yourself. Why is it that the investing performance of so many smart people reliably and predictably falls short? The answer is not that they know too little about the markets. In fact, they know too little about themselves. Combining the latest findings from the academic fields of behavioral finance and experimental psychology with the down-and-dirty real-world wisdom of successful investors, Drs. Richard Peterson and Frank Murtha guide both new and experienced investors through the psychological learning process necessary to achieve their financial goals. In an easy and entertaining style that masks the book’s scientific rigor, the authors make complex scientific insights readily understandable and actionable, shattering a number of investing myths along the way. You will gain understanding of your true investing motivations, learn to avoid the unseen forces that subvert your performance, and build your investor identity - the foundation for long-lasting investing success. Replete with humorous games, insightful self-assessments, entertaining exercises, and concrete planning tools, this book goes beyond mere education. MarketPsych: How to Manage Fear and Build Your Investor Identity functions as a psychological outfitter for your unique investing journey, providing the tools, training and equipment to help you navigate the right paths, stay on them, and see your journey through to success.