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A Semiparametric Gaussian Copula Regression Model for Predicting Financial Risks from Earnings Calls
William Yang Wang
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Zhenhao Hua
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Paper Details:
Month: June
Year: 2014
Location: Baltimore, Maryland
Venue:
ACL |
Citations
URL
Learning Target-Specific Representations of Financial News Documents For Cumulative Abnormal Return Prediction
Junwen Duan
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Yue Zhang
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Xiao Ding
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Ching-Yun Chang
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Ting Liu
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Using Structured Events to Predict Stock Price Movement: An Empirical Investigation
Xiao Ding
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Yue Zhang
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Ting Liu
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Junwen Duan
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Continuous Representation of Location for Geolocation and Lexical Dialectology using Mixture Density Networks
Afshin Rahimi
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Timothy Baldwin
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Trevor Cohn
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I Can Has Cheezburger? A Nonparanormal Approach to Combining Textual and Visual Information for Predicting and Generating Popular Meme Descriptions
William Yang Wang
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Miaomiao Wen
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Joint Information Extraction and Reasoning: A Scalable Statistical Relational Learning Approach
William Yang Wang
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William W. Cohen
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Volatility Prediction using Financial Disclosures Sentiments with Word Embedding-based IR Models
Navid Rekabsaz
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Mihai Lupu
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Artem Baklanov
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Alexander Dür
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Linda Andersson
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Allan Hanbury
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A Corpus of Corporate Annual and Social Responsibility Reports: 280 Million Tokens of Balanced Organizational Writing
Sebastian G.M. Händschke
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Sven Buechel
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Jan Goldenstein
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Philipp Poschmann
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Tinghui Duan
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Peter Walgenbach
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Udo Hahn
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http://www.cs.cmu.edu/yww/data/earningscalls.zip
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