
The informative value of central banks talks: a topic model application to sentiment analysis
Author(s) -
Maria Paola Priola,
Annalisa Molino,
Giacomo Tizzanini,
Lea Zicchino
Publication year - 2022
Publication title -
data science in finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2769-2140
DOI - 10.3934/dsfe.2022009
Subject(s) - index (typography) , predictive power , latent dirichlet allocation , monetary policy , sentiment analysis , probit model , central bank , topic model , economics , computer science , econometrics , artificial intelligence , macroeconomics , philosophy , epistemology , world wide web