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Good Debt or Bad Debt: Detecting Semantic Orientations in Economic Texts
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Cited by:
- Wehrheim, Lino, 2021. "The sound of silence: On the (in)visibility of economists in the media," Working Papers 30, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Mantas Lukauskas & Vaida Pilinkienė & Jurgita Bruneckienė & Alina Stundžienė & Andrius Grybauskas & Tomas Ruzgas, 2022. "Economic Activity Forecasting Based on the Sentiment Analysis of News," Mathematics, MDPI, vol. 10(19), pages 1-22, September.
- Abdollahi, Hooman & Junttila, Juha-Pekka & Lehkonen, Heikki, 2024. "Clustering asset markets based on volatility connectedness to political news," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
- Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2022.
"Media-expressed tone, option characteristics, and stock return predictability,"
Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2019. "Media-expressed tone, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers 2019-015, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018.
"Textual Sentiment, Option Characteristics, and Stock Return Predictability,"
Economics Working Paper Series
1808, University of St. Gallen, School of Economics and Political Science.
- Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2018. "Textual Sentiment, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers 2018-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Paola Cerchiello & Giancarlo Nicola, 2017. "Assessing News Contagion in Finance," DEM Working Papers Series 139, University of Pavia, Department of Economics and Management.
- Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," LSE Research Online Documents on Economics 122592, London School of Economics and Political Science, LSE Library.
- Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024. "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017. "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series 140, University of Pavia, Department of Economics and Management.
- Neng Wang & Hongyang Yang & Christina Dan Wang, 2023. "FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets," Papers 2310.04793, arXiv.org, revised Nov 2023.
- Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu, 2023. "Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models," Papers 2310.04027, arXiv.org, revised Nov 2023.
- Agam Shah & Sudheer Chava, 2023. "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks," Papers 2305.16633, arXiv.org.
- Chandan Singh & Armin Askari & Rich Caruana & Jianfeng Gao, 2023. "Augmenting interpretable models with large language models during training," Nature Communications, Nature, vol. 14(1), pages 1-11, December.
- Fabian Billert & Stefan Conrad, 2024. "A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40," Papers 2409.20397, arXiv.org.
- Xu Gong & Keqin Guan & Qiyang Chen, 2022. "The role of textual analysis in oil futures price forecasting based on machine learning approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1987-2017, October.
- Ankur Sinha & Satishwar Kedas & Rishu Kumar & Pekka Malo, 2022. "SEntFiN 1.0: Entity‐aware sentiment analysis for financial news," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 73(9), pages 1314-1335, September.
- Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal, 2021. "Stock price prediction using BERT and GAN," Papers 2107.09055, arXiv.org.
- Samuel Ronnqvist & Peter Sarlin, 2016. "Bank distress in the news: Describing events through deep learning," Papers 1603.05670, arXiv.org, revised Dec 2016.
- Alex Kim & Sangwon Yoon, 2023. "Corporate Bankruptcy Prediction with Domain-Adapted BERT," Papers 2312.03194, arXiv.org.
- Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
- Sinha, Ankur & Kedas, Satishwar & Kumar, Rishu & Malo, Pekka, 2019. "Buy, Sell or Hold: Entity-Aware Classification of Business News," IIMA Working Papers WP 2019-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Tri Minh Phan, 2024. "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-22, December.
- Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
- Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2018. "Textual Sentiment and Sector specific reaction," IRTG 1792 Discussion Papers 2018-043, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019. "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers 1906.00059, arXiv.org.
- Yong Xie & Dakuo Wang & Pin-Yu Chen & Jinjun Xiong & Sijia Liu & Sanmi Koyejo, 2022. "A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Predictions," Papers 2205.01094, arXiv.org, revised Jul 2022.
- Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023.
"Machine learning sentiment analysis, COVID-19 news and stock market reactions,"
Research in International Business and Finance, Elsevier, vol. 64(C).
- Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020. "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series 288, Leibniz Institute for Financial Research SAFE.
- Tingsong Jiang & Andy Zeng, 2023. "Financial sentiment analysis using FinBERT with application in predicting stock movement," Papers 2306.02136, arXiv.org.
- Yi Yang & Yixuan Tang & Kar Yan Tam, 2023. "InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning," Papers 2309.13064, arXiv.org.
- Asier Guti'errez-Fandi~no & Miquel Noguer i Alonso & Petter Kolm & Jordi Armengol-Estap'e, 2021. "FinEAS: Financial Embedding Analysis of Sentiment," Papers 2111.00526, arXiv.org, revised Nov 2021.
- Paola Cerchiello & Giancarlo Nicola, 2018. "Assessing News Contagion in Finance," Econometrics, MDPI, vol. 6(1), pages 1-19, February.
- Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez, 2024. "Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning," Papers 2409.11408, arXiv.org.
- Bledar Fazlija & Pedro Harder, 2022. "Using Financial News Sentiment for Stock Price Direction Prediction," Mathematics, MDPI, vol. 10(13), pages 1-20, June.
- Jean Lee & Nicholas Stevens & Soyeon Caren Han & Minseok Song, 2024. "A Survey of Large Language Models in Finance (FinLLMs)," Papers 2402.02315, arXiv.org.
- David M. Goldberg & Nohel Zaman & Arin Brahma & Mariano Aloiso, 2022. "Are mortgage loan closing delay risks predictable? A predictive analysis using text mining on discussion threads," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 73(3), pages 419-437, March.
- Boyu Zhang & Hongyang Yang & Xiao-Yang Liu, 2023. "Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models," Papers 2306.12659, arXiv.org.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Runmei Luo & Yong Ye, 2024. "Pressure from words: The tone of investors in Chinese earnings communication conferences and managerial myopia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 833-868, March.
- Leippold, Markus, 2023. "Sentiment spin: Attacking financial sentiment with GPT-3," Finance Research Letters, Elsevier, vol. 55(PB).
- Ingrid E. Fisher & Margaret R. Garnsey & Mark E. Hughes, 2016. "Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(3), pages 157-214, July.
- Thomas R. Cook & Sophia Kazinnik & Anne Lundgaard Hansen & Peter McAdam, 2023. "Evaluating Local Language Models: An Application to Bank Earnings Calls," Research Working Paper RWP 23-12, Federal Reserve Bank of Kansas City.
- Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha, 2023. "FinGPT: Democratizing Internet-scale Data for Financial Large Language Models," Papers 2307.10485, arXiv.org, revised Nov 2023.
- Duygu Ider & Stefan Lessmann, 2022. "Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision," Papers 2204.05781, arXiv.org, revised Mar 2023.
- Moritz Scherrmann, 2023. "Multi-Label Topic Model for Financial Textual Data," Papers 2311.07598, arXiv.org.
- Raeid Saqur & Ken Kato & Nicholas Vinden & Frank Rudzicz, 2024. "NIFTY Financial News Headlines Dataset," Papers 2405.09747, arXiv.org.
- Borchert, Philipp & Coussement, Kristof & De Weerdt, Jochen & De Caigny, Arno, 2024. "Industry-sensitive language modeling for business," European Journal of Operational Research, Elsevier, vol. 315(2), pages 691-702.
- Haavio, Markus & Heikkinen, Joni & Jalasjoki, Pirkka & Kilponen, Juha & Paloviita, Maritta & Vänni, Ilona, 2024. "Reading between the lines: Uncovering asymmetry in the central bank loss function," Bank of Finland Research Discussion Papers 6/2024, Bank of Finland.
- Qianqian Xie & Dong Li & Mengxi Xiao & Zihao Jiang & Ruoyu Xiang & Xiao Zhang & Zhengyu Chen & Yueru He & Weiguang Han & Yuzhe Yang & Shunian Chen & Yifei Zhang & Lihang Shen & Daniel Kim & Zhiwei Liu, 2024. "Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications," Papers 2408.11878, arXiv.org.
- Agam Shah & Arnav Hiray & Pratvi Shah & Arkaprabha Banerjee & Anushka Singh & Dheeraj Eidnani & Sahasra Chava & Bhaskar Chaudhury & Sudheer Chava, 2024. "Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis," Papers 2402.11728, arXiv.org, revised Oct 2024.