104_Gao_2016_2019.pdf (1.59 MB)
Download fileApplications of MachLearning and Computational Linguistics in Financial Economics
thesis
posted on 2016-04-01, 00:00 authored by Lili GaoIn the world of the financial economics, we have abundant text data. Articles in the Wall Street Journal and on Bloomberg Terminals, corporate SEC filings, earnings-call transcripts, social media messages, etc. all contain ample information about financial markets and investor behaviors. Extracting meaningful signals from unstructured and high dimensional text data is not an easy task. However, with the development of machine learning and computational linguistic techniques, processing and statistically analyzing textual documents tasks can be accomplished, and many applications of statistical text analysis in social sciences have proven to be successful.
History
Date
2016-04-01Degree Type
- Dissertation
Department
- Tepper School of Business
Degree Name
- Doctor of Philosophy (PhD)