2.1 Data and Pre-processing (1)数据来源: 股票数据:CRSP 新闻数据:Dow Jones Newswires Machine Text Feed and Archive database (2)预处理: 合并文章:有一些文章是几部分的,会带有一个chained。 筛选文章:只保留存在一个公司标签的文章,一篇文章对应多个公司标签或没有公司标签的都要剔除。 时间匹配:训练集:...
Penalized LikelihoodWe introduce a new text-mining methodology that extracts sentiment information from news articles to predict asset returns. Unlike more common sentiment scoresKe, Zheng TracyKelly, Bryan T.Xiu, DachengSocial Science Electronic Publishing...
“Our empirical analysis uses the daily treasury yield data…to construct monthly excess returns for bond maturities between two and five years over the period 1962-2011…To assess the statistical evidence on bond return predictability,we use our models to generate out-of-sample forecasts over the ...
Overfitting is particularly seen in datasets with many features, or with datasets with limited training data. In both cases, the data has too much information compared to what can be validated by the predictor, and some of them might not even be linked to the predicted variable. In this case...
By integrating Google Trends data, we found that Google searches increase when the number of tweets on COVID-19 soars, with a one-period lag (one day). Furthermore, search trends have a significant impact on cryptocurrencies’ future returns such that increased (decreased) searches for a ...
To enable ease of use and broad applicability, we designed a user-friendly web interface for executing TargetRNA3 that normally returns results in a matter of seconds. We hope that our machine learning analysis based on a large dataset of interactions will be a useful resource to the community...
I{x∈Rm} is a function that returns 1 if x is in the subset Rm or 0 otherwise. In a regression problem the predicted outcome ŷ=cl of a leaf node R1 is given by the average value of the target variable, considering only the instances in the node. The developed algorithm can be...
This finding is in line with the dissimilar statistics of abnormal returns after the success or failure of clinical trials for companies of different maturity. Abnormal returns are much greater in the case of early biotechnology companies compared to large pharmaceutical companies50. We find out that...
The supervisor switches the power source back to the VCC supply as soon as the voltage returns to specified levels. Doc ID 6395 Rev 4 19/33 Choosing SRAM 7 Choosing SRAM AN1012 Most low power SRAMs on the market today can be used with both ZEROPOWER...
Oreopoulos, P., & Petronijevic, U. (2013). Making college worth it: A review of the returns to higher education.The Future of Children,23(1), 41–65. https://doi.org/10.1353/foc.2013.0001 PubMedWeb of Science ®Google Scholar ...