23 citations · 53 across the 7 of their papers we have counts for
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q-fin.GN2017★ 23 cited
Predicting Economic Recessions Using Machine Learning Algorithms
Rickard Nyman, Paul Ormerod
Even at the beginning of 2008, the economic recession of 2008/09 was not being predicted. The failure to predict recessions is a persistent theme in economic forecasting. The Surve…
q-fin.GN2015★ 11 cited
Measuring Financial Sentiment to Predict Financial Instability: A New Approach based on Text Analysis
Paul Ormerod, Rickard Nyman, David Tuckett
Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of fin…