no code implementations • 24 Nov 2023 • Deborah Miori, Constantin Petrov
Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time.
no code implementations • 20 Dec 2022 • Deborah Miori, Mihai Cucuringu
We conclude our work by testing for relationships between the characteristic mechanisms of each pool, i. e. liquidity provision, consumption, and price variation.
no code implementations • 19 Sep 2022 • Deborah Miori, Mihai Cucuringu
US Institutions with more than $100 million assets under management must disclose part of their long positions into the SEC Form 13F-HR on a quarterly basis.
no code implementations • 1 Sep 2022 • Deborah Miori, Mihai Cucuringu
We define data-driven macroeconomic regimes by clustering the relative performance in time of indices belonging to different asset classes.