A fully automatic pipeline combining Wasserstein dictionary learning, word embeddings, and SVD generates an Economic Policy Uncertainty index from news headlines that tracks the original EPU index and slightly outperforms an LDA-based competitor.
, author Chen, K
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.GN 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty
A fully automatic pipeline combining Wasserstein dictionary learning, word embeddings, and SVD generates an Economic Policy Uncertainty index from news headlines that tracks the original EPU index and slightly outperforms an LDA-based competitor.