Zobrazeno 1 - 10
of 185
pro vyhledávání: '"Elisa Tosetti"'
Publikováno v:
Mining Data for Financial Applications
Mining Data for Financial Applications ISBN: 9783030669805
MIDAS@PKDD/ECML
Mining Data for Financial Applications ISBN: 9783030669805
MIDAS@PKDD/ECML
In this contribution we provide an overview of a currently on-going project related to the development of a methodology for building economic and financial indicators capturing investor’s emotions and topics popularity which are useful to analyse t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4c0026bef8290d4b838d55bbe6e2248c
http://europepmc.org/articles/PMC7808168
http://europepmc.org/articles/PMC7808168
Publikováno v:
SSRN Electronic Journal.
We investigate the role and impact of household debt on the economic performance of the European economy during the double-dip recession of 2008-2013. We use a loan-level data set of millions of residential mortgages originated between 2000 and 2013
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::683c42305c84d0814c16cb6de855fbe1
https://doi.org/10.2139/ssrn.4120993
https://doi.org/10.2139/ssrn.4120993
Publikováno v:
Machine Learning, Optimization, and Data Science ISBN: 9783030954666
Measuring the informational content of text in economic and financial news is useful for market participants to adjust their perception and expectations on the dynamics of financial markets. In this work, we adopt a neural machine translation and dee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f2055efe6cd1e157c7cea05ffab3a7e
https://doi.org/10.1007/978-3-030-95467-3_23
https://doi.org/10.1007/978-3-030-95467-3_23
In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread. We use a big, open-source, database known as Global Database of Events, Language and Tone to extract topical and emotional n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38eacd225d56528f41c127f70ace42fc
Autor:
Luca Tiozzo Pezzoli, Elisa Tosetti
Seismic sensors continuously record a wide range of ground vibrations that are not necessarily related to earthquake activity, but are rather caused by human activity such as industrial processes, urban and air traffic. In this paper we show that hum
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::992b0a8a7363515186e4d860154d5ab8
https://hdl.handle.net/11577/3471983
https://hdl.handle.net/11577/3471983
Publikováno v:
Communications in Computer and Information Science ISBN: 9783030937324
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b95d9b82a7ba2f2583545762dee0e19
https://doi.org/10.1007/978-3-030-93733-1_13
https://doi.org/10.1007/978-3-030-93733-1_13
In this paper we study the impact of competition on hospital adverse health outcomes, using data on patients admitted to hospitals located in the Lombardy region in Italy between 2004 and 2013. We propose an economic framework that incorporates both
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c2213e6cf6b750b7d9b6ac1fd9202b7d
http://hdl.handle.net/11572/308680
http://hdl.handle.net/11572/308680
We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain. We use a big, open-source, database known as Global Database of Events, Language and Tone
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5300f2fba1b88a2db909a23925ad7b55
We use a large data set of over 12 million residential mortgages observed over time to investigate the loan default behavior in several European countries. We model the occurrence of default as a function of borrower characteristics, loan-specific va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b66c1bd6af1484890ba1e84e89972b31
https://hdl.handle.net/11577/3419585
https://hdl.handle.net/11577/3419585
We investigate whether public and private providers differ in quality in Lombardy, a large Italian region. This region has adopted an “internal market” model where public and private providers are paid by DRG and compete for publicly-funded patie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cbd60a3fc8375133457cd8eeacef181f
https://eprints.whiterose.ac.uk/156093/1/Public_private_hospitals29november2019.pdf
https://eprints.whiterose.ac.uk/156093/1/Public_private_hospitals29november2019.pdf