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On the risk prediction and analysis of soft information in finance reports
15 references·16 citing·48 second hop
On the risk prediction and analysis of soft information in finance reports (2016)On the risk prediction and analysis of so…Information: Hard and Soft (2018)Information: Hard and SoftBusiness intelligence in risk management: Some recent progresses (2013)Business intelligence in risk…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Textual Analysis of Corporate Disclosures: A Survey of the Literature (2011)Textual Analysis of Corporate…Research design and statistical analysis (2011)Research design and statistic…Earnings conference calls and stock returns: The incremental informativeness of textual tone (2011)Earnings conference calls and…Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming (2010)Forecasting time series using…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…Predicting risk from financial reports with regression (2009)Predicting risk from financia…On the predictive ability of narrative disclosures in annual reports (2009)On the predictive ability of …Analysis of Financial Time Series (2006)Analysis of Financial Time Se…A hybrid genetic-neural architecture for stock indexes forecasting (2003)A hybrid genetic-neural archi…How Relevant is Volatility Forecasting for Financial Risk Management? (2000)How Relevant is Volatility Fo…A NEW MEASURE OF RANK CORRELATION (1938)A NEW MEASURE OF RANK CORRELA…Predicting financial distress using current reports: A novel deep learning method based on user-response-guided attention (2024)Predicting financial distress…Unlocking the Power of Voice for Financial Risk Prediction: A Theory-Driven Deep Learning Design Approach (2023)Unlocking the Power of Voice …Systematic Review of Financial Distress Identification using Artificial Intelligence Methods (2022)Systematic Review of Financia…Stock Market Prediction of NIFTY 50 Index Applying Machine Learning Techniques (2022)Stock Market Prediction of NI…Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions (2022)Regulatory technology (Reg-Te…NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION (2022)NETWORK RESILIENCE IN THE FIN…Sentiment-influenced trading system based on multimodal deep reinforcement learning (2021)Sentiment-influenced trading …Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China (2021)Mining semantic features in c…Developing a decision support system to detect material weaknesses in internal control (2021)Developing a decision support…MINING RISK-RELATED SENTIMENT IN CORPORATE ANNUAL REPORTS AND ITS EFFECT ON FINANCIAL PERFORMANCE (2020)MINING RISK-RELATED SENTIMENT…Evaluating the credit risk of SMEs using legal judgments (2020)Evaluating the credit risk of…Social collateral, soft information and online peer-to-peer lending: A theoretical model (2019)Social collateral, soft infor…Detecting fake news for reducing misinformation risks using analytics approaches (2019)Detecting fake news for reduc…Application of Copula function in financial risk analysis (2019)Application of Copula functio…News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions (2018)News-based forecasts of macro…A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity (2018)A new graphic kernel method o…An Empirical Evaluation of Accounting Income Numbers (1968)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures (2014)Speaking of the short-term: disclosure horizon and managerial myopia (2015)Deep learning for financial applications : A survey (2020)The Behavior of Stock-Market Prices (1965)A Random Walk Down Wall Street (1973)Application of support vector machines in financial time series forecasting (2001)A LSTM-based method for stock returns prediction: A case study of China stock market (2015)Deep learning for event-driven stock prediction (2015)Applications of deep learning in stock market prediction: Recent progress (2021)Generalized autoregressive conditional heteroskedasticity (1986)Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)The Econometrics of Financial Markets (2012)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Multivariate GARCH models: a surveyThe Pricing of Options and Corporate Liabilities (1973)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Modeling Ordered Choices (2010)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Content Analysis: An Introduction to its Methodology. (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Accounting narratives and the narrative turn in accounting research: Issues, theory, methodology, methods and a research framework (2014)Textual sentiment in finance: A survey of methods and models (2014)Prospect theory: An analysis of decision under risk (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)News implied volatility and disaster concerns (2016)Manager sentiment and stock returns (2018)A Theory of the Term Structure of Interest Rates (1985)Modelling Extremal Events (1997)Value-at-Risk and Extreme Returns (2000)The emperor has no clothes: Limits to risk modelling (2002)Chapter 15 Volatility and Correlation Forecasting (2006)Service quality perspectives and satisfaction in private banking (2000)A short tutorial of GPower (2007)Sex differences in mate preferences revisited: Do people know what they initially desire in a romantic partner? (2008)An effect size primer: A guide for clinicians and researchers. (2009)Comparison of Values of Pearson's and Spearman's Correlation Coefficients on the Same Sets of Data (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)
this work references cited by second hop

References

  • 1938A NEW MEASURE OF RANK CORRELATION7,315 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 2011Research design and statistical analysis1,202 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • 2011Earnings conference calls and stock returns: The incremental informativeness of textual tone673 cited
  • 2011Textual Analysis of Corporate Disclosures: A Survey of the Literature605 cited
  • 2000How Relevant is Volatility Forecasting for Financial Risk Management?336 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 2009Predicting risk from financial reports with regression271 cited
  • 2010Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming267 cited
  • 2018Information: Hard and Soft180 cited
  • 2013Business intelligence in risk management: Some recent progresses152 cited
  • 2009On the predictive ability of narrative disclosures in annual reports104 cited

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Cited by

  • 2019Detecting fake news for reducing misinformation risks using analytics approaches167 cited
  • 2022Stock Market Prediction of NIFTY 50 Index Applying Machine Learning Techniques107 cited
  • 2020Evaluating the credit risk of SMEs using legal judgments76 cited
  • 2019Social collateral, soft information and online peer-to-peer lending: A theoretical model68 cited
  • 2022Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions64 cited
  • 2022Systematic Review of Financial Distress Identification using Artificial Intelligence Methods59 cited
  • 2018News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions59 cited
  • 2021Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China54 cited
  • 2021Sentiment-influenced trading system based on multimodal deep reinforcement learning48 cited
  • 2023Unlocking the Power of Voice for Financial Risk Prediction: A Theory-Driven Deep Learning Design Approach48 cited
  • 2021Developing a decision support system to detect material weaknesses in internal control47 cited
  • 2019Application of Copula function in financial risk analysis45 cited
  • 2018A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity44 cited
  • 2024Predicting financial distress using current reports: A novel deep learning method based on user-response-guided attention34 cited
  • 2020MINING RISK-RELATED SENTIMENT IN CORPORATE ANNUAL REPORTS AND ITS EFFECT ON FINANCIAL PERFORMANCE34 cited
  • 2022NETWORK RESILIENCE IN THE FINANCIAL SECTORS: ADVANCES, KEY ELEMENTS, APPLICATIONS, AND CHALLENGES FOR FINANCIAL STABILITY REGULATION27 cited