49 citations · 64 across the 12 of their papers we have counts for
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cs.CL2016
Bank distress in the news: Describing events through deep learning
Samuel Rönnqvist, Peter Sarlin
While many models are purposed for detecting the occurrence of significant events in financial systems, the task of providing qualitative detail on the developments is not usually…
q-fin.RM2016
RiskRank: Measuring interconnected risk
József Mezei, Peter Sarlin
This paper proposes RiskRank as a joint measure of cyclical and cross-sectional systemic risk. RiskRank is a general-purpose aggregation operator that concurrently accounts for ris…