메뉴 건너뛰기




Volumn , Issue , 2009, Pages 272-280

Predicting risk from financial reports with regression

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL LINGUISTICS; FORECASTING; INVESTMENTS; LAWS AND LEGISLATION; RISK ASSESSMENT;

EID: 80053436853     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3115/1620754.1620794     Document Type: Conference Paper
Times cited : (276)

References (32)
  • 1
    • 49449097329 scopus 로고    scopus 로고
    • Regression for sentence-level MT evaluation with pseudo references
    • J. S. Albrecht and R. Hwa. 2007. Regression for sentence-level MT evaluation with pseudo references. In Proc. of ACL.
    • (2007) Proc. of ACL
    • Albrecht, J.S.1    Hwa, R.2
  • 2
    • 2942746458 scopus 로고    scopus 로고
    • Is all that talk just noise? The information content of Internet stock message boards
    • DOI 10.1111/j.1540-6261.2004.00662.x
    • W. Antweiler and M. Z. Frank. 2004. Is all that talk just noise? the information content of internet stock message boards. Journal of Finance, 59:1259-1294. (Pubitemid 38799762)
    • (2004) Journal of Finance , vol.59 , Issue.3 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 3
    • 84859921187 scopus 로고    scopus 로고
    • An unsupervised approach to biography production using wikipedia
    • F. Biadsy, J. Hirschberg, and E. Filatova. 2008. An unsupervised approach to biography production using Wikipedia. In Proc. of ACL.
    • (2008) Proc. of ACL
    • Biadsy, F.1    Hirschberg, J.2    Filatova, E.3
  • 5
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroskedasticity
    • T. Bollerslev. 1986. Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31:307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 6
    • 0032378517 scopus 로고    scopus 로고
    • Separating hyperplanes and the authorship of the disputed federalist papers
    • R. Bosch and J. Smith. 1998. Separating hyperplanes and the authorship of the disputed Federalist papers. American Mathematical Monthly, 105(7):601-608.
    • (1998) American Mathematical Monthly , vol.105 , Issue.7 , pp. 601-608
    • Bosch, R.1    Smith, J.2
  • 11
    • 84858420314 scopus 로고    scopus 로고
    • Costly information processing: Evidence from earnings announcements
    • J. Engelberg. 2007. Costly information processing: Evidence from earnings announcements. Working paper, Northwestern University.
    • (2007) Working Paper, Northwestern University
    • Engelberg, J.1
  • 12
    • 0000051984 scopus 로고
    • Autoregressive conditional het-eroscedasticity with estimates of variance of united kingdom inflation
    • R. F. Engle. 1982. Autoregressive conditional het-eroscedasticity with estimates of variance of united kingdom inflation. Econometrica, 50:987-1008.
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.F.1
  • 13
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • E. F. Fama. 1970. Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25(2):383-417.
    • (1970) Journal of Finance , vol.25 , Issue.2 , pp. 383-417
    • Fama, E.F.1
  • 14
    • 84858395838 scopus 로고    scopus 로고
    • Media coverage, investor inattention, and the market's reaction to news
    • C. Gaa. 2007. Media coverage, investor inattention, and the market's reaction to news. Working paper, University of British Columbia.
    • (2007) Working Paper, University of British Columbia
    • Gaa, C.1
  • 15
    • 0000636553 scopus 로고    scopus 로고
    • Text categorization with support vector machines: Learning with many relevant features
    • T. Joachims. 1998. Text categorization with support vector machines: Learning with many relevant features. In Proc. of ECML.
    • (1998) Proc. of ECML
    • Joachims, T.1
  • 17
    • 0012335432 scopus 로고
    • Recognizing text genres with simple metrics using discriminant analysis
    • J. Karlgren and D. Cutting. 1994. Recognizing text genres with simple metrics using discriminant analysis. In Proc. of COLING.
    • (1994) Proc. of COLING
    • Karlgren, J.1    Cutting, D.2
  • 21
    • 74049136224 scopus 로고    scopus 로고
    • Reading the markets: Forecasting public opinion of political candidates by news analysis
    • K. Lerman, A. Gilder, M. Dredze, and F. Pereira. 2008. Reading the markets: Forecasting public opinion of political candidates by news analysis. In COLING.
    • (2008) COLING
    • Lerman, K.1    Gilder, A.2    Dredze, M.3    Pereira, F.4
  • 22
    • 84858395839 scopus 로고    scopus 로고
    • Do stock market investors understand the risk sentiment of corporate annual reports?
    • F. Li. 2005. Do stock market investors understand the risk sentiment of corporate annual reports? Working Paper, University of Michigan.
    • (2005) Working Paper, University of Michigan
    • Li, F.1
  • 23
    • 0000808665 scopus 로고
    • On the pricing of corporate debt: The risk structure of interest rates
    • R. Merton. 1974. On the pricing of corporate debt: The risk structure of interest rates. Journal of Finance, 29:449-470.
    • (1974) Journal of Finance , vol.29 , pp. 449-470
    • Merton, R.1
  • 24
    • 85141803251 scopus 로고    scopus 로고
    • Thumbs up? Sentiment classification using machine learning techniques
    • B. Pang, L. Lee, and S. Vaithyanathan. 2002. Thumbs up? Sentiment classification using machine learning techniques. In Proc. of EMNLP.
    • (2002) Proc. of EMNLP
    • Pang, B.1    Lee, L.2    Vaithyanathan, S.3
  • 27
    • 43649107307 scopus 로고    scopus 로고
    • More than words: Quantifying language to measure firms' fundamentals
    • P. C. Tetlock, M. Saar-Tsechansky, and S. Macskassy. 2008. More than words: Quantifying language to measure firms' fundamentals. Journal of Finance, 63(3):1437-1467.
    • (2008) Journal of Finance , vol.63 , Issue.3 , pp. 1437-1467
    • Tetlock, P.C.1    Saar-Tsechansky, M.2    Macskassy, S.3
  • 28
    • 34248193914 scopus 로고    scopus 로고
    • Giving content to investor sentiment: The role of media in the stock market
    • P. C. Tetlock. 2007. Giving content to investor sentiment: The role of media in the stock market. Journal of Finance, 62(3):1139-1168.
    • (2007) Journal of Finance , vol.62 , Issue.3 , pp. 1139-1168
    • Tetlock, P.C.1
  • 30
    • 34547617264 scopus 로고    scopus 로고
    • Creating subjective and objective sentence classifiers from unannotated texts
    • J. Wiebe and E. Riloff. 2005. Creating subjective and objective sentence classifiers from unannotated texts. In CICLing.
    • (2005) CICLing
    • Wiebe, J.1    Riloff, E.2
  • 31
    • 0013376788 scopus 로고
    • A linear least squares fit mapping method for information retrieval from natural language texts
    • Y. Yang and C. G. Chute. 1992. A linear least squares fit mapping method for information retrieval from natural language texts. In Proc. of COLING.
    • (1992) Proc. of COLING
    • Yang, Y.1    Chute, C.G.2
  • 32
    • 0027747198 scopus 로고
    • An application of least squares fit mapping to text information retrieval
    • Y. Yang and C. G. Chute. 1993. An application of least squares fit mapping to text information retrieval. In Proc. of SIGIR.
    • (1993) Proc. of SIGIR
    • Yang, Y.1    Chute, C.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.