News and narratives in financial systems: exploiting big data for systemic risk assessment

DOI10.1016/j.jedc.2021.104119zbMath1475.91390OpenAlexW3139995863MaRDI QIDQ2246602

Rickard Nyman, David Tuckett, Sujit Kapadia

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104119

zbMATH Keywords

uncertaintytext miningbig datasystemic riskearly warning indicatorsnarrativessentiment

Mathematics Subject Classification ID

Statistical aspects of big data and data science (62R07) Financial networks (including contagion, systemic risk, regulation) (91G45)

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