Rickard Nyman

University College London - Centre for the Study of Decision-Making Uncertainty

Gower Street

London, WC1 6BT

United Kingdom

  • University College London - Centre for the Study of Decision-Making Uncertainty

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

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Citation 33

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 07 Mar 2018
Rickard Nyman, Sujit Kapadia, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith
University College London - Centre for the Study of Decision-Making Uncertainty, Bank of EnglandEuropean Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
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Citation 16

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Systemic risk, text mining, big data, sentiment; uncertainty, narratives, forecasting, early warning indicators

News and Narratives in Financial Systems: Exploiting Big Data for Systemic Risk Assessment

Bank of England Working Paper No. 704
Number of pages: 58 Posted: 09 Jan 2018
Rickard Nyman, Sujit Kapadia, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith
University College London - Centre for the Study of Decision-Making Uncertainty, Bank of EnglandEuropean Central Bank (ECB), University College London - Centre for the Study of Decision-Making Uncertainty, Bank of England, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 194 (266,235)
Citation 11

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Systemic risk, text mining, big data, sentiment, uncertainty, narratives, forecasting, early warning indicators

2.

Bringing Social-Psychological Variables into Economic Modelling: Uncertainty, Animal Spirits and the Recovery from the Great Recession

Number of pages: 29 Posted: 14 Mar 2014
David Tuckett, Paul Ormerod, Robert Smith and Rickard Nyman
University College London - Centre for the Study of Decision-Making Uncertainty, Volterra Consulting, University College London and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 191 (270,469)
Citation 1

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Conviction narrative theory, Directed Algorithmic Text Analysis, Macroeconomics, Big Data, animal spirits; Knightian uncertainty; Great Recession; recovery

3.

The Role of Sentiment in the Economy of the 1920s

CESifo Working Paper No. 8336
Number of pages: 57 Posted: 05 Jun 2020
Ali Kabiri, Harold James, John Landon-Lane, David Tuckett and Rickard Nyman
University of Buckingham - Department of Economics and International Studies, Princeton University - Department of History, Rutgers University, New Brunswick/Piscataway - Faculty of Arts and Sciences-New Brunswick/Piscataway - Department of Economics, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 156 (322,065)
Citation 1

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Great Depression, general theory, algorithmic text analysis, behavioural economics

4.

Tracking Uncertainty Through the Relative Sentiment Shift Series

Bank of Korea WP 2019-12
Number of pages: 64 Posted: 06 Mar 2019
Seohyun Lee and Rickard Nyman
KDI School of Public Policy and Management and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 80 (517,834)

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Economic narratives, Algorithmic text analysis, Uncertainty, Dynamic causal effect, Local projection, IV Regression

5.

Tracking Economic Policy Uncertainty through the Relative Sentiment Shift

KDI School of Pub Policy & Management Paper No. 23-07
Number of pages: 41 Posted: 13 Sep 2023 Last Revised: 14 Sep 2023
Seohyun Lee, Rickard Nyman and David Tuckett
KDI School of Public Policy and Management, University College London - Centre for the Study of Decision-Making Uncertainty and University College London - Centre for the Study of Decision-Making Uncertainty
Downloads 21 (871,865)

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Uncertainty, Algorithmic text analysis, Narratives, Dynamic causal effect, IV local projection

6.

Tracking Phantastic Objects: A Computer Algorithmic Investigation of Narrative Evolution in Unstructured Data Sources

David Tuckett, Robert Elliot Smith, Rickard Nyman, Tracking phantastic objects: A computer algorithmic investigation of narrative evolution in unstructured data sources, Social Networks, Volume 38, July 2014, Pages 121-133, ISSN 0378-8733
Posted: 07 Mar 2014 Last Revised: 07 Dec 2015
David Tuckett, Robert Smith and Rickard Nyman
University College London - Centre for the Study of Decision-Making Uncertainty, University College London and University College London - Centre for the Study of Decision-Making Uncertainty

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Narrative, Sentiment Analysis, Phantastic Object, Networks, Financial Markets