27 citations · 27 across the 2 of their papers we have counts for
3 papers
cs.CY2021
Predicting market inflation expectations with news topics and sentiment
Sonja Tilly, Giacomo Livan
This study presents a novel approach to incorporating news topics and their associated sentiment into predictions of breakeven inflation rate (BEIR) movements for eight countries w…
physics.soc-ph2021
Macroeconomic forecasting with statistically validated knowledge graphs
Sonja Tilly, Giacomo Livan
This study leverages narrative from global newspapers to construct theme-based knowledge graphs about world events, demonstrating that features extracted from such graphs improve f…
cs.CY2020★ 27 cited
Macroeconomic forecasting through news, emotions and narrative
Sonja Tilly, Markus Ebner, Giacomo Livan
This study proposes a new method of incorporating emotions from newspaper articles into macroeconomic forecasts, attempting to forecast industrial production and consumer prices le…