On the risk prediction and analysis of soft information in finance reports
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- 作者：Ming-Feng Tsaia ; mftsai@nccu.edu.tw" class="auth_mail" title="E-mail the corresponding author ; Chuan-Ju Wang ; b ; cjwang@citi.sinica.edu.tw" class="auth_mail" title="E-mail the corresponding author
- 关键词：Finance ; Risk prediction ; Text mining ; Sentiment analysis
- 刊名：European Journal of Operational Research
- 出版年：2017
- 出版时间：16 February 2017
- 年：2017
- 卷：257
- 期：1
- 页码：243-250
- 全文大小：1155 K
文摘
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This paper uses text information in financial reports to analyze financial risk.
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We also examine the relations between financial sentiment words and financial risk.
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Two analytical techniques, regression and ranking, are applied for the analyses.