A semiparametric gaussian copula regression model for predicting financial risks from earnings calls

52nd Annual Meeting of the Association for Computational Linguistics, ACL 2014 - Proceedings of the Conference

Volumn 1, Issue , 2014, Pages 1155-1165

  Wang, William Yang ^a   Hua, Zhenhao ^a  

^a Carnegie Mellon University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL LINGUISTICS; FINANCE; INTEGRAL EQUATIONS; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

DEPENDENT VARIABLES; FINANCIAL CRISIS; FINANCIAL PERFORMANCE; GAUSSIAN COPULA; INTEGRAL TRANSFORM; REGRESSION MODEL; STATISTICAL FRAMEWORK; STOCHASTIC DEPENDENCIES;

STOCHASTIC MODELS;

EID: 84906933010     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3115/v1/p14-1109     Document Type: Conference Paper

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