Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
David Ardia, Keven Bluteau & Kris Boudt
| Résumé |
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| Mots-clés |
elastic-net, US industrial production, sentiment analysis, time-series aggregation, topic-sentiment, sentometrics |
| Citation | Ardia, D., Bluteau, K., & Boudt, K. (2019). Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting, Forthcoming, 0(0), 01-01. |
| Type | Article de périodique (Anglais) |
| Date de publication | 2019 |
| Nom du périodique | International Journal of Forecasting, Forthcoming |
| Volume | 0 |
| Numéro | 0 |
| Pages | 01-01 |
| URL | http://dx.doi.org/10.2139/ssrn.2976084 |
| Liée au projet | The information value of textual sentiment in economics a... |