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Record W2979778574 · doi:10.1108/cfri-08-2019-0134

Textual analysis for China’s financial markets: a review and discussion

2019· review· en· W2979778574 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueChina Finance Review International · 2019
Typereview
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsOriginalityChinaFinancial marketValue (mathematics)Sentiment analysisField (mathematics)Carry (investment)Data scienceEconomicsFinancial economicsComputer scienceFinancePolitical scienceSociologySocial scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Purpose This is a literature survey paper. The purpose of this paper is to focus on the latest developments in textual analysis on China’s financial markets, highlighting its differences from existing works in the US markets. Design/methodology/approach The authors review the literature and carry out an experiment of sentiment analysis based on a small sample of Chinese news articles. Findings Based on the experiment of sentiment analysis, there is limited evidence on the association between sentiment and other contemporaneous or future returns. Originality/value The supply of financial textual information has grown exponentially in the past decades. Technological advancements in recent years make the programming-based analysis an effective tool to digest such information. The authors highlight the use of credible textual information and discuss directions of research in this important field.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.014
metaresearch head score (Gemma)0.043
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.884
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0140.043
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0070.004
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0030.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.136
GPT teacher head0.472
Teacher spread0.337 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it