no code implementations • 14 Jan 2024 • Luca Barbaglia, Sergio Consoli, Sebastiano Manzan
We evaluate the informational content of news-based sentiment indicators for forecasting Gross Domestic Product (GDP) and other macroeconomic variables of the five major European economies.
no code implementations • 29 Mar 2022 • Luca Barbaglia, Sergio Consoli, Sebastiano Manzan
The goal of this paper is to evaluate the informational content of sentiment extracted from news articles about the state of the economy.
Aspect-Based Sentiment Analysis Aspect-Based Sentiment Analysis (ABSA)
no code implementations • 11 Mar 2022 • Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread.
no code implementations • 15 Jun 2021 • Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain.
no code implementations • 5 Jun 2019 • Michael van Hartskamp, Sergio Consoli, Wim Verhaegh, Milan Petković, Anja van de Stolpe
The idea of Artificial Intelligence (AI) has a long history.
no code implementations • 2 Jan 2019 • Marijn van Knippenberg, Vlado Menkovski, Sergio Consoli
It combines deep neural networks and evolutionary algorithms to improve and/or automate the construction of neural networks.
no code implementations • 11 Jul 2017 • Sergio Consoli, Jacek Kustra, Pieter Vos, Monique Hendriks, Dimitrios Mavroeidis
We provide preliminary details and formulation of an optimization strategy under current development that is able to automatically tune the parameters of a Support Vector Machine over new datasets.
no code implementations • 27 Sep 2015 • Sergio Consoli, Josè Andrès Moreno Pèrez
In this paper we describe an extension of the Variable Neighbourhood Search (VNS) which integrates the basic VNS with other complementary approaches from machine learning, statistics and experimental algorithmic, in order to produce high-quality performance and to completely automate the resulting optimization strategy.
no code implementations • 5 Mar 2015 • Sergio Consoli, Josè Andrès Moreno Pèrez, Nenad Mladenovic
In a currently ongoing project, we investigate a new possibility for solving the k-labelled spanning forest (kLSF) problem by an intelligent Variable Neighbourhood Search (Int-VNS) metaheuristic.