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q-fin.GN2026
Measuring Sentiment News with Transformer-Based Language Models
Maria Saveria Mavillonio, Stefano Borgioli, Caterina Giannetti +2
Measuring sentiment from financial news is a central task in economics and finance, yet most existing indicators rely on dictionary-based approaches that infer sentiment from word…
q-fin.GN2020
On Classifying the Effects of Policy Announcements on Volatility
Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto
The financial turmoil surrounding the Great Recession called for unprecedented intervention by Central Banks: unconventional policies affected various areas in the economy, includi…