2 papers
stat.AP2018
Long-term stock index forecasting based on text mining of regulatory disclosures
Stefan Feuerriegel, Julius Gordon
Share valuations are known to adjust to new information entering the market, such as regulatory disclosures. We study whether the language of such news items can improve short-term…
stat.ML2018
News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions
Stefan Feuerriegel, Julius Gordon
The macroeconomic climate influences operations with regard to, e.g., raw material prices, financing, supply chain utilization and demand quotas. In order to adapt to the economic…