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Bibliographic Details
Main Authors: Ardia, David, Bluteau, Keven
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.10449
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author Ardia, David
Bluteau, Keven
author_facet Ardia, David
Bluteau, Keven
contents We propose an approach to construct text-based time-series indices in an optimal way--typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. We illustrate our methodology with a corpus of news articles from the Wall Street Journal by optimizing text-based indices focusing on tracking the VIX index and inflation expectations. Our results highlight the superior performance of our approach compared to existing indices.
format Preprint
id arxiv_https___arxiv_org_abs_2405_10449
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Optimal Text-Based Time-Series Indices
Ardia, David
Bluteau, Keven
Econometrics
Artificial Intelligence
Computational Finance
We propose an approach to construct text-based time-series indices in an optimal way--typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. We illustrate our methodology with a corpus of news articles from the Wall Street Journal by optimizing text-based indices focusing on tracking the VIX index and inflation expectations. Our results highlight the superior performance of our approach compared to existing indices.
title Optimal Text-Based Time-Series Indices
topic Econometrics
Artificial Intelligence
Computational Finance
url https://arxiv.org/abs/2405.10449