Econometric forecasting using ubiquitous news text: Text-enhanced factor model

2024/12/05 by Beomseok Seo
Computer Science · Decision Sciences · Social Sciences · #Advanced Text Analysis Techniques #Computational and Text Analysis Methods #Stock Market Forecasting Methods

paper · doi:10.1016/j.ijforecast.2024.11.001

openalex publication_date 2024/12/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Citations

• Adam: A Method for Stochastic Optimization
• Hypothesis Testing with Efficient Method of Moments Estimation
• A Test for Superior Predictive Ability
• Measuring news sentiment
• Making text count: Economic forecasting using newspaper text
• Economic Predictions With Big Data: The Illusion of Sparsity
• Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements
• Measuring Geopolitical Risk
• Comparing Predictive Accuracy
• Forecasting with Economic News
• Generative AI for Economic Research: Use Cases and Implications for Economists