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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.
Book Synopsis News-based Sentiment Indicators by : Chengyu Huang
Download or read book News-based Sentiment Indicators written by Chengyu Huang and published by International Monetary Fund. This book was released on 2019-12-06 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis What News Can Really Tell Us? by : Anna Marszal
Download or read book What News Can Really Tell Us? written by Anna Marszal and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis News-based Sentiment Indicators by : Chengyu Huang
Download or read book News-based Sentiment Indicators written by Chengyu Huang and published by International Monetary Fund. This book was released on 2019-12-06 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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.
Book Synopsis Data Science for Economics and Finance by : Sergio Consoli
Download or read book Data Science for Economics and Finance written by Sergio Consoli and published by Springer Nature. This book was released on 2021 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis What's on the News Today? by : Christoph Sandner
Download or read book What's on the News Today? written by Christoph Sandner and published by . This book was released on 2012 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Economic News, Sentiment, and Behavior by : Juliane A. Lischka
Download or read book Economic News, Sentiment, and Behavior written by Juliane A. Lischka and published by Springer. This book was released on 2015-11-04 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
We present the sector-based news sentiment indices, which track, for a given industry or sector, the current media sentiment about this sector. The sentiment index for a particular sector has a natural relationship to the basket of stocks of publicly traded companies operating in this sector or the corresponding sector's ETF. We empirically investigate this relationship for 11 sectors and show that this relationship is particularly significant at times of market downturns. We demonstrate the added value of such sentiment indices in sector-rotation investment strategies.
Book Synopsis Sector News Sentiment Indices by : Svetlana Borovkova
Download or read book Sector News Sentiment Indices written by Svetlana Borovkova and published by . This book was released on 2017 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: We present the sector-based news sentiment indices, which track, for a given industry or sector, the current media sentiment about this sector. The sentiment index for a particular sector has a natural relationship to the basket of stocks of publicly traded companies operating in this sector or the corresponding sector's ETF. We empirically investigate this relationship for 11 sectors and show that this relationship is particularly significant at times of market downturns. We demonstrate the added value of such sentiment indices in sector-rotation investment strategies.
Book Synopsis What News Can Really Tell Us?$bevidence from a News-based Sentiment Index for Financial Markets Analysis by : Anna Marszal
Download or read book What News Can Really Tell Us?$bevidence from a News-based Sentiment Index for Financial Markets Analysis written by Anna Marszal and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Trading on Sentiment by : Richard L. Peterson
Download or read book Trading on Sentiment written by Richard L. Peterson and published by John Wiley & Sons. This book was released on 2016-03-04 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
What is the information content of news-based measures of sentiment? How are they related to economic fluctuations? I construct a sentiment index by measuring the net amount of positive expressions in the full corpus of Economic news articles produced by Reuters covering 12 countries over the period 1987-2013. The index successfully tracks fluctuations in GDP at the country level, is a leading indicator of GDP growth and contains information on future GDP growth which is not captured by consensus forecasts. This suggests that forecasters do not appropriately incorporate available information in predicting future states of the economy.
Book Synopsis News Sentiment and Cross-Country Fluctuations by : Samuel P. Fraiberger
Download or read book News Sentiment and Cross-Country Fluctuations written by Samuel P. Fraiberger and published by . This book was released on 2016 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is the information content of news-based measures of sentiment? How are they related to economic fluctuations? I construct a sentiment index by measuring the net amount of positive expressions in the full corpus of Economic news articles produced by Reuters covering 12 countries over the period 1987-2013. The index successfully tracks fluctuations in GDP at the country level, is a leading indicator of GDP growth and contains information on future GDP growth which is not captured by consensus forecasts. This suggests that forecasters do not appropriately incorporate available information in predicting future states of the economy.
