https://scholars.lib.ntu.edu.tw/handle/123456789/607398
標題: | Constructing Noise Free Economic Policy Uncertainty Index | 作者: | Chen C.-C Huang H.-H Huang Y.-L HSIN-HSI CHEN |
關鍵字: | denoise;document filtering;economic index;economic policy uncertainty;Information retrieval;Information retrieval systems;Planning;De-Noise;Document filtering;Economic environment;Economic fields;Economic indexes;Economic policies;Economic policy uncertainty;Keyword-based;News articles;Uncertainty;Economics | 公開日期: | 2021 | 起(迄)頁: | 2915-2919 | 來源出版物: | International Conference on Information and Knowledge Management, Proceedings | 摘要: | The economic policy uncertainty (EPU) index is one of the important text-based indexes in finance and economics fields. The EPU indexes of more than 26 countries have been constructed to reflect the policy uncertainty on country-level economic environments and serve as an important economic leading indicator. The EPU indexes are calculated based on the number of news articles with some manually-selected keywords related to economic, uncertainty, and policy. We find that the keyword-based EPU indexes contain noise, which will influence their explainability and predictability. In our experimental dataset, over 40% of news articles with the selected keywords are not related to the EPU. Instead of using keywords only, our proposed models take contextual information into account and get good performance on identifying the articles unrelated to EPU. The noise free EPU index performs better than the keyword-based EPU index in both explainability and predictability. ? 2021 ACM. |
URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85119211998&doi=10.1145%2f3459637.3482075&partnerID=40&md5=c84eb1dab6e7a73ceb6829c51abb44d2 https://scholars.lib.ntu.edu.tw/handle/123456789/607398 |
DOI: | 10.1145/3459637.3482075 |
顯示於: | 資訊工程學系 |
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