2 papers
stat.ML2017
Deep learning bank distress from news and numerical financial data
Paola Cerchiello, Giancarlo Nicola, Samuel Ronnqvist +1
In this paper we focus our attention on the exploitation of the information contained in financial news to enhance the performance of a classifier of bank distress. Such informatio…
q-fin.RM2017
News-sentiment networks as a risk indicator
Thomas Forss, Peter Sarlin
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring…