Word Vector Models Approach to Text Regression of Financial Risk Prediction

Linking textual information in finance reports to the stock return volatility provides a perspective on exploring useful insights for risk management. We introduce different kinds of word vector representations in the modeling of textual information: bag-of-words, pre-trained word embeddings, and do...

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Bibliographic Details
Main Authors: Hsiang-Yuan Yeh, Yu-Ching Yeh, Da-Bai Shen
Format: Article
Language:English
Published: MDPI AG 2020-01-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/12/1/89