About this document
Machine Learning and Sentiment Analysis Projecting Bank by wiem chiba is a document available to read on EtoBox.
The document discusses using machine learning techniques to build a new insolvency risk rating metric for banks traded on the Brazilian stock exchange. It will construct a series of bank institution manager sentiment from quarterly reports to improve the accuracy of bank risk predictions. The results found that including the bank sentiment variable was able to improve the performance of the prediction models, especially when sentiment is constructed from a time-varying dictionary.
- Author
- wiem chiba
- Language
- EN