Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Giancarlo Nicola"'
Publikováno v:
Frontiers in Artificial Intelligence, Vol 5 (2022)
In this paper, we focus our attention on leveraging the information contained in financial news to enhance the performance of a bank distress classifier. The news information should be analyzed and inserted into the predictive model in the most effic
Externí odkaz:
https://doaj.org/article/54ad7eecc1b94eae925b1924c73b7a0f
Publikováno v:
Entropy, Vol 22, Iss 11, p 1331 (2020)
In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) sp
Externí odkaz:
https://doaj.org/article/2713e4eb28aa435d952d3545f3c8bebc
Autor:
Paola Cerchiello, Giancarlo Nicola
Publikováno v:
Econometrics, Vol 6, Iss 1, p 5 (2018)
The analysis of news in the financial context has gained a prominent interest in the last years. This is because of the possible predictive power of such content especially in terms of associated sentiment/mood. In this paper, we focus on a specific
Externí odkaz:
https://doaj.org/article/0fa17c654ca947fba714290bb4c4bc9a
Publikováno v:
Neurocomputing. 264:50-56
A very important and timely area of research in finance is systemic risk modelling, which concerns the estimation of the relationships between different financial institutions, with the aim of establishing which of them are more contagious/subject to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c4f7eb465e222921d3dac24251882bc
https://doi.org/10.1016/j.neucom.2016.10.101
https://doi.org/10.1016/j.neucom.2016.10.101
Publikováno v:
Reliability Engineering and System Safety
Reliability Engineering and System Safety, Elsevier, 2016, 151, pp.12-19. ⟨10.1016/j.ress.2015.10.006⟩
Reliability Engineering and System Safety, Elsevier, 2016, 151, pp.12-19. ⟨10.1016/j.ress.2015.10.006⟩
International audience; Sensitivity Analysis (SA) is performed to gain fundamental insights on a system behavior that is usually reproduced by a model and to identify the most relevant input variables whose variations affect the system model function
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cdc9fbc04bf9d5ae5ab3667d500da42
https://doi.org/10.1016/j.ress.2015.10.006
https://doi.org/10.1016/j.ress.2015.10.006
Autor:
Giancarlo Nicola
Publikováno v:
EVALITA Evaluation of NLP and Speech Tools for Italian ISBN: 9788831978422
EVALITA@CLiC-it
EVALITA@CLiC-it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54b4e353a68fbb8b5241b3bd178cbaa5
https://doi.org/10.4000/books.aaccademia.4550
https://doi.org/10.4000/books.aaccademia.4550
Publikováno v:
SSRN Electronic Journal.
In this paper we focus our attention on the exploitation of the information contained in financial news to enhance the performance of a classifier of bank distress. Such information should be analyzed and inserted into the predictive model in the mos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf4789e21ccf5201fa1acd9629cd95f6
https://doi.org/10.2139/ssrn.3292485
https://doi.org/10.2139/ssrn.3292485
Publikováno v:
Nuclear Engineering and Design
Nuclear Engineering and Design, Elsevier, 2015, 289, pp.144-154. ⟨10.1016/j.nucengdes.2015.04.035⟩
Nuclear Engineering and Design, Elsevier, 2015, 289, pp.144-154. ⟨10.1016/j.nucengdes.2015.04.035⟩
International audience; For safety analysis of Nuclear Power Plants (NPPs), Best Estimate (BE) Thermal Hydraulic (TH) codes are used to predict system response in normal and accidental conditions. The assessment of the uncertainties of TH codes is a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94921496edee554ed07d0385bba62f72
https://hal.archives-ouvertes.fr/hal-01265884/document
https://hal.archives-ouvertes.fr/hal-01265884/document
Autor:
Giancarlo Nicola, Paola Cerchiello
Publikováno v:
Econometrics; Volume 6; Issue 1; Pages: 5
Econometrics, Vol 6, Iss 1, p 5 (2018)
Econometrics, Vol 6, Iss 1, p 5 (2018)
The analysis of news in the financial context has gained a prominent interest in the last years. This is because of the possible predictive power of such content especially in terms of associated sentiment/mood. In this paper, we focus on a specific
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af8dfa87a0ed69ad58237e8cb840be16
https://doi.org/10.3390/econometrics6010005
https://doi.org/10.3390/econometrics6010005