From the 1 of 3 linked papers with an AI index.
3 papers
Measuring Sentiment News with Transformer-Based Language Models
Maria Saveria Mavillonio, Stefano Borgioli, Caterina Giannetti +2
The paper creates daily sentiment indices for financial news using the transformer model FinBERT and demonstrates that these indices align more closely with human judgments than tr…
VOLatility Archive for Realized Estimates (VOLARE)
Fabrizio Cipollini, Giulia Cruciani, Giampiero M. Gallo +3
VOLARE (VOLatility Archive for Realized Estimates - https://volare.unime.it) is an open research infrastructure providing standardized realized volatility and covariance measures c…
Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections
Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto
This paper examines the dynamic relationship between electoral polls and indicators of economic and financial uncertainty during the last two U.S. presidential elections (2020 and…