News Index Using News Big Data and KR-FinBert-SC Sensibility Classification Model
- [투데이💰2편] 거시경제 분석
- BIG KINDS economy news data (2018.01 ~ 2022.08) 2,050,317rows
- KR-FinBert-SC
- Positive and negative classification in economic news using deep learning sentiment classification model
- News sentiment index using Business Survey Index(BSI) calculation formula
- Seasonal Adjustment with ARIMA x13
- Calculation of cyclic variation using Double HP
- Momentum Investment Strategy Using News Index and Momentum Score
- 이긍희, Business Cycle Indicator using News Big Data: Compilation of the BIG KINDS News Business Index (2017)
- 김규성, Statistical Properties of Business Survey Index (2010)
- Lothian, J. and Morry, M. (1978) A Set of Quality Control Statistics for the X11- ARIMA88 Seasonal Adjustment Method
- 삼성증권, 경기 국면에 따른 리스크 팩터 배분 전략 (2022)