[PDF] How to measure the quality of financial tweets | Semantic Scholar (2024)

A Systematic Literature Review was conducted to collect, analyze, and synthesize data on the accuracy and value of previous literature that has focused on this field, has addressed a variety of topics, and has been published in digital databases between 2010 and September 2019.

The first systemic risk model based on big data is presented, and it is shown that such a model can shed further light on the interrelationships between financial institutions.

The aim is to study the possible evolution of topics extracted from two well known news archive and to investigate a causal effect in the diffusion of the news by means of a Granger causality test, showing that both the temporal dynamics and the spatial differentiation matter in the news contagion.

The aim is to study the possible evolution of topics extracted from two well known news archive Reuters and Bloomberg and to investigate a causal effect in the diffusion of the news by means of a Granger causality test, which shows that both the temporal dynamics and the spatial differentiation matter in the news contagion.

The results show that the systemic risk contagion has certain stability and time-variability; the network correlation and size are important factors affecting the systemic importance of financial institutions; partial correlation coefficients can describe the time-varying characteristics of systemic risk of China's financial industry.

This paper proposes a negative binomial distribution to jointly model the two main components of the h index: the number of papers and their citations and proposes a Bayesian model that allows to obtain posterior inferences on the parameters of the distribution and, in addition, a predictive distribution for the hindex itself.

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It is shown that daily trading volumes of stocks traded in NASDAQ-100 are correlated with daily volumes of queries related to the same stocks, and query volumes anticipate in many cases peaks of trading by one day or more.

It is found clear evidence that weekly transaction volumes of S&P 500 companies are correlated with weekly search volume of corresponding company names, and a recently introduced method for quantifying complex correlations in time series finds a clear tendency that search volume time series and transactionvolume time series show recurring patterns.

L'index-h, fonde sur le nombre de citations recues, mesure l'activite de publication and l'impact en citations, c'est un indicateur utile avec d'interessantes proprietes mathematiques, mais qui ne saurait se substituer aux indicateurs bibliometriques courants plus sophistiques.

This paper surveys the different COM-Poisson models that have been published thus far and their applications in areas including marketing, transportation, and biology, among others.

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