Developing news-based Economic Policy Uncertainty index with, unsupervised machine learning

被引：47

作者：

Azqueta-Gavaldon, Andres ^{[1
]}

机构：

[1] Univ Glasgow, Adam Smith Business Sch, Room 101,12 Southpark Terrace, Glasgow G12 8LG, Lanark, Scotland

来源：

ECONOMICS LETTERS | 2017年 / 158卷

关键词：

Unsupervised machine learning; Latent Dirichlet Allocation (LDA); Economic Policy Uncertainty (EPU);

D O I：

10.1016/j.econlet.2017.06.032

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

I propose creating a news-based Economic Policy Uncertainty (EPU) index by employing an unsupervised algorithm able to deduce the subject of each article without the need for pre-labeled data. (C) 2017 Elsevier B.V. All rights reserved.

引用

页码：47 / 50

页数：4

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