摘要翻译:
提出了一种新的方法,即Wasserstein指数生成模型(WIG)来自动生成公众情绪指数。为了验证该模型的有效性,本文给出了一个用于产生经济政策不确定性(EPU)指数的应用实例。
---
英文标题:
《Wasserstein Index Generation Model: Automatic Generation of Time-series
Index with Application to Economic Policy Uncertainty》
---
作者:
Fangzhou Xie
---
最新提交年份:
2019
---
分类信息:
一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
--
一级分类:Computer Science 计算机科学
二级分类:Computation and Language 计算与语言
分类描述:Covers natural language processing. Roughly includes material in ACM Subject Class I.2.7. Note that work on artificial languages (programming languages, logics, formal systems) that does not explicitly address natural-language issues broadly construed (natural-language processing, computational linguistics, speech, text retrieval, etc.) is not appropriate for this area.
涵盖自然语言处理。大致包括ACM科目I.2.7类的材料。请注意,人工语言(编程语言、逻辑学、形式系统)的工作,如果没有明确地解决广义的自然语言问题(自然语言处理、计算语言学、语音、文本检索等),就不适合这个领域。
--
一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--
---
英文摘要:
I propose a novel method, the Wasserstein Index Generation model (WIG), to generate a public sentiment index automatically. To test the model`s effectiveness, an application to generate Economic Policy Uncertainty (EPU) index is showcased.
---
PDF链接:
https://arxiv.org/pdf/1908.04369