Search Results for author: Wonseong Kim

Found 2 papers, 0 papers with code

Analyzing FOMC Minutes: Accuracy and Constraints of Language Models

no code implementations20 Apr 2023 Wonseong Kim, Jan Frederic Spörer, Siegfried Handschuh

This research article analyzes the language used in the official statements released by the Federal Open Market Committee (FOMC) after its scheduled meetings to gain insights into the impact of FOMC official statements on financial markets and economic forecasting.

Language Modelling

Words that Matter: The Impact of Negative Words on News Sentiment and Stock Market Index

no code implementations2 Apr 2023 Wonseong Kim

The study reveals that an augmented sentiment lexicon (Sent1000), including the top 1, 000 negative words with high cosine similarity to 'Crisis,' more effectively captures the impact of news sentiment on the stock market index than the original sentiment lexicon (Sent0).

Sentiment Analysis

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