Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Andy Moniz"'
Autor:
Andy Moniz
Publikováno v:
Big Data and Machine Learning in Quantitative Investment ISBN: 9781119522225
Big Data and Machine Learning in Quantitative Investment
Big Data and Machine Learning in Quantitative Investment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab703e0dbea1180355bae6f8900493d6
https://doi.org/10.1002/9781119522225.ch8
https://doi.org/10.1002/9781119522225.ch8
Autor:
Andy Moniz
Publikováno v:
SSRN Electronic Journal.
To date, investors' efforts to evaluate a company's culture have been hampered by a lack of timely data. To address these limitations, we employ a probabilistic topic model known as Latent Dirichlet Allocation (LDA) to automatically infer employees
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ccf68fb887fe460fc51bde26854bc95
https://doi.org/10.2139/ssrn.2768091
https://doi.org/10.2139/ssrn.2768091
Autor:
Andy Moniz
Publikováno v:
SSRN Electronic Journal.
In this study, we conduct a textual analysis of media news for a sample of Chinese ADRs and compare the topics discussed by English- and Chinese-language media outlets. Our findings suggest that a large proportion of corporate governance news article
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71c147a5f7329056b8b2f84692790bb0
https://doi.org/10.2139/ssrn.2775319
https://doi.org/10.2139/ssrn.2775319
Autor:
Andy Moniz
Publikováno v:
SSRN Electronic Journal.
This study evaluates the extent to which firms acknowledge climate change and communicate credible climate change mitigation and adaptation strategies in their environmental sustainability reports. We assess the credibility of firms' strategies by re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15eda717d905a56942f7cab2f2506fc2
https://doi.org/10.2139/ssrn.2802739
https://doi.org/10.2139/ssrn.2802739
Autor:
Andy Moniz
Publikováno v:
SSRN Electronic Journal.
The intangible nature of Corporate Social Responsible (CSR) issues has typically hindered financial analysts' abilities to integrate such information into investment models. To address this limitation, we employ a probabilistic topic model known as L
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::faa36970c070c5e4d017bb7cd30e4cfe
https://doi.org/10.2139/ssrn.2761905
https://doi.org/10.2139/ssrn.2761905
Publikováno v:
The Handbook of News Analytics in Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd987bd6837763162a9d9ab0c8e7a2d4
https://doi.org/10.1002/9781118467411.ch8
https://doi.org/10.1002/9781118467411.ch8
Autor:
Andy Moniz, Franciska de Jong
Publikováno v:
The Semantic Web: ESWC 2015 Satellite Events ISBN: 9783319256382
ESWC (Satellite Events)
ESWC (Satellite Events)
Prior studies highlight the merits of integrating Linked Data to aid investors' analyses of company financial disclosures. Non-financial disclosures, including reporting on a company's environmental footprint corporate sustainability, remains an unex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e6a74058f1bdab516e1551728c540df
https://doi.org/10.1007/978-3-319-25639-9_19
https://doi.org/10.1007/978-3-319-25639-9_19
Autor:
Andy Moniz, Franciska de Jong
Publikováno v:
IIiX
Prior text mining studies have documented a causal link between human emotions and stock market patterns, yet relatively little research exists into what triggers these emotions. This paper aims to bridge the gap by empirically testing a social psych
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ebaa35ea715858a8f63f8fea22ba9fa
https://doi.org/10.1145/2637002.2637041
https://doi.org/10.1145/2637002.2637041
Autor:
Andy Moniz, Franciska de Jong
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783319060279
ECIR
36th European Conference on IR Research, ECIR 2014, 519-527
STARTPAGE=519;ENDPAGE=527;TITLE=36th European Conference on IR Research, ECIR 2014
36th European Conference on IR Research, ECIR 2014, 8416, 519-527
ECIR
36th European Conference on IR Research, ECIR 2014, 519-527
STARTPAGE=519;ENDPAGE=527;TITLE=36th European Conference on IR Research, ECIR 2014
36th European Conference on IR Research, ECIR 2014, 8416, 519-527
Prior text mining studies of corporate reputational sentiment based on newswires, blogs and Twitter feeds have mostly captured reputation from the perspective of two groups of stakeholders --- the media and consumers. In this study we examine the sen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e63f0792d13093ec39bacac77c3cea1
https://doi.org/10.1007/978-3-319-06028-6_51
https://doi.org/10.1007/978-3-319-06028-6_51
Autor:
Franciska de Jong, Andy Moniz
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783319119540
ESWC (Satellite Events)
ESWC (Satellite Events)
In this paper, we design an automated system that predicts the impact of central bank communications on investors’ interest rate expectations. Our corpus is the Bank of England’s ‘Monetary Policy Committee Minutes’. Prior studies suggest that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::036ad815d8c7218a3c5d6ccd4bd850eb
https://doi.org/10.1007/978-3-319-11955-7_12
https://doi.org/10.1007/978-3-319-11955-7_12