2 papers
q-fin.CP2023
Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations
Deborah Miori, Constantin Petrov
Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time. We leverage on state-of-…
q-fin.MF2022
SEC Form 13F-HR: Statistical investigation of trading imbalances and profitability analysis
Deborah Miori, Mihai Cucuringu
US Institutions with more than $100 million assets under management must disclose part of their long positions into the SEC Form 13F-HR on a quarterly basis. We consider the number…