Report
Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty
| العنوان: | Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty |
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| المؤلفون: | Xie, Fangzhou |
| سنة النشر: | 2019 |
| المجموعة: | Computer Science Quantitative Finance |
| مصطلحات موضوعية: | Economics - General Economics, Computer Science - Computation and Language |
| الوصف: | 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. Comment: Accepted at Economics Letters, and will be available online soon |
| نوع الوثيقة: | Working Paper |
| DOI: | 10.1016/j.econlet.2019.108874 |
| URL الوصول: | http://arxiv.org/abs/1908.04369 |
| رقم الانضمام: | edsarx.1908.04369 |
| قاعدة البيانات: | arXiv |
| DOI: | 10.1016/j.econlet.2019.108874 |
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