Essays on Qualitative and Quantitative Risk Management
This book is based on the Ph.D. thesis Essays on Qualitative and Quantitative Risk Management written by the author of this book. It consists out of three essays on text mining applications in finance and the validation of a credit risk model. To be more precise, the three essays address the following research questions: What kind of text mining measures are suitable in the finance area for analyzing text such as annual reports and can we use these measures to predict short-term performance or the reporting quality? Can we measure the tone of a document by using automatically calculated sentiment scores? How can we build a sentiment score, th…
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Produktdetails
- ISBN: 978-3-7460-9659-9
- EAN: 9783746096599
- Produktnummer: 25899950
- Verlag: Books On Demand
- Sprache: Englisch
- Erscheinungsjahr: 2018
- Seitenangabe: 224 S.
- Masse: H22.0 cm x B17.0 cm x D1.3 cm 398 g
- Abbildungen: Paperback
- Gewicht: 398
Über den Autor
David Fritz was born in Duisburg and studied the subjects mathematics, computer science, and pedagogics at the University of Cologne. He is not only a research associate at the University of Cologne but also an external lecturer at diverse public and private universities. His main research areas are text and data mining with a special application to the finance sector and the management of credit and market risks.
7 weitere Werke von David Fritz:
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