21 citations · 34 across the 7 of their papers we have counts for
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q-fin.ST2025
The Hype Index: an NLP-driven Measure of Market News Attention
Zheng Cao, Wanchaloem Wunkaew, Helyette Geman
This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extractin…
q-fin.ST2020★ 9 cited
A Sentiment Analysis Approach to the Prediction of Market Volatility
Justina Deveikyte, Helyette Geman, Carlo Piccari +1
Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language p…