Alternative data and sentiment analysis: Prospecting non-standard data in machine learning-driven finance

KB Hansen, C Borch - Big Data & Society, 2022 - journals.sagepub.com
Social media commentary, satellite imagery and GPS data are a part of 'alternative data', that
is, data that originate outside of the standard repertoire of market data but are considered …

ESG score prediction through random forest algorithm

V D'Amato, R D'Ecclesia, S Levantesi - Computational Management …, 2022 - Springer
Environment-related risks affect assets in various sectors of the global economy, as well as
social and governance aspects, giving birth to what is known as ESG investments …

Integrating alternative data (also known as ESG data) in investment decision making

SY In, D Rook, A Monk - Global Economic Review, 2019 - Taylor & Francis
What is environmental, social, and governance (ESG) data and how do we evaluate its
quality and effectiveness? This form of evaluation is important, as it is a precondition for …

Can third-party online sales disclosure help reduce earnings management? Evidence from China

Q Li, S Liu - Journal of Accounting and Public Policy, 2022 - Elsevier
Alternative data plays an increasingly important role in investment and commodities market
analysis. This study empirically investigates the effect on earnings management of …

[HTML][HTML] Deep learning-based object recognition in multispectral satellite imagery for real-time applications

P Gudžius, O Kurasova, V Darulis… - Machine Vision and …, 2021 - Springer
Satellite imagery is changing the way we understand and predict economic activity in the
world. Advancements in satellite hardware and low-cost rocket launches have enabled near …

[PDF][PDF] Machine learning algorithms for financial asset price forecasting

P Ndikum - arXiv preprint arXiv:2004.01504, 2020 - researchgate.net
This research paper explores the performance of Machine Learning (ML) algorithms and
techniques that can be used for financial asset price forecasting. The prediction and …

Does alternative data reduce stock price crash risk? Evidence from third-party online sales disclosure in China

Q Li, S Liu - International Review of Financial Analysis, 2023 - Elsevier
This study empirically investigates the effect of releasing alternative data on firm-specific
price crash risk. Using the public launch of a firm's third-party online sales data in a well …

[BOOK][B] The Technologized Investor: Innovation through Reorientation

AHB Monk, D Rook - 2020 - books.google.com
“A detailed, cogent road map for organizations such as pension funds to harness technology
and truly invest for the long-term.”―Eric Schmidt, former CEO, Google Silver Medal Winner …

Costs associated with exit or disposal activities: A topic modeling investigation of disclosure and market reaction

CP Cullinan, R Holowczak, D Louton… - Intelligent Systems in …, 2023 - Wiley Online Library
Summary The Securities and Exchange Commission (SEC) mandates disclosure of exit or
disposal activity events in 8‐K filings. We use Latent Dirichlet Allocation (LDA), a topic …

An adaptive master-slave regularized model for unexpected revenue prediction enhanced with alternative data

J Xu, J Zhou, Y Jia, J Li, X Hui - 2020 IEEE 36th International …, 2020 - ieeexplore.ieee.org
Revenue prediction is an essential component in security analysis since the revenue of a
company has a great impact on the performance of its stock. For investment, one of the most …