Samuel Borms

Vrije Universiteit Brussel

Pleinlaan 2

http://www.vub.ac.be/

Brussels, 1050

Belgium

University of Neuchâtel

1, A.-L. Breguet

Neuchâtel, CH-2000

Switzerland

  • Vrije Universiteit Brussel

SCHOLARLY PAPERS

5

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Top 32,138

in Total Papers Downloads

3,346

TOTAL CITATIONS
Rank 26,942

SSRN RANKINGS

Top 26,942

in Total Papers Citations

62

Scholarly Papers (5)

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1.

The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment

Journal of Statistical Software, Vol. 99, Issue 2, pp. 1-40, 2021
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 19 Aug 2021
David Ardia, Keven Bluteau, Samuel Borms and Kris Boudt
HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Vrije Universiteit Brussel and Ghent University
Downloads 1,487 (27,215)
Citation 15

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aggregation, penalized regression, prediction, R, sentometrics, textual sentiment, time series

2.

Econometrics Meets Sentiment: An Overview of Methodology and Applications

Journal of Economic Surveys, Vol. 34, Issue 3, pp. 512-547, 2020
Number of pages: 39 Posted: 12 Jan 2016 Last Revised: 18 Aug 2021
Andres Algaba, David Ardia, Keven Bluteau, Samuel Borms and Kris Boudt
Vrije Universiteit Brussel (VUB), HEC Montreal - Department of Decision Sciences, Université de Sherbrooke - Faculty of Administration, Vrije Universiteit Brussel and Ghent University
Downloads 751 (71,635)
Citation 26

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qualitative data, sentiment analysis, sentometrics, survey, textual analysis

3.

The Economic Policy Uncertainty Index for Flanders, Wallonia and Belgium

BFW digitaal / RBF numérique 2020/6
Number of pages: 16 Posted: 21 Apr 2020 Last Revised: 28 Jan 2021
Andres Algaba, Samuel Borms, Kris Boudt and Jeroen Van Pelt
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel
Downloads 564 (103,045)
Citation 16

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Belgium, COVID-19, EPU index, news data, sentometrics, textual analysis, uncertainty

4.

Semi-Supervised Text Mining for Monitoring the News About the ESG Performance of Companies

Data Science for Economics and Finance: Methodologies and Applications, pp. 217-239, 2021
Number of pages: 23 Posted: 29 Jun 2021 Last Revised: 16 Jul 2023
Samuel Borms, Kris Boudt, Frederiek Van Holle and Joeri Willems
Vrije Universiteit Brussel, Ghent University, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 359 (175,317)
Citation 5

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ESG, News Monitoring, Sentiment Analysis, Sustainable Investment, Textual Analysis, Time Series

5.

Daily News Sentiment and Monthly Surveys: A Mixed-Frequency Dynamic Factor Model for Nowcasting Consumer Confidence

Number of pages: 30 Posted: 26 May 2020 Last Revised: 16 Oct 2021
Andres Algaba, Samuel Borms, Kris Boudt and Brecht Verbeken
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel (VUB)
Downloads 185 (342,889)

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dynamic factor model, mixed-frequency, nowcasting, sentometrics, state space, Toeplitz matrix