Samuel Borms

University of Neuchâtel

1, A.-L. Breguet

Neuchâtel, CH-2000

Switzerland

Vrije Universiteit Brussel

Pleinlaan 2

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

Brussels, 1050

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,814

SSRN RANKINGS

Top 35,814

in Total Papers Downloads

1,389

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (4)

1.

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

Journal of Statistical Software, Forthcoming
Number of pages: 40 Posted: 11 Nov 2017 Last Revised: 23 May 2020
David Ardia, Keven Bluteau, Samuel Borms and Kris Boudt
HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, University of Neuchâtel and Ghent University
Downloads 848 (30,449)
Citation 8

Abstract:

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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: 24 Jun 2020
Vrije Universiteit Brussel (VUB), HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, University of Neuchâtel and Ghent University
Downloads 404 (79,224)
Citation 3

Abstract:

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

3.

The Economic Policy Uncertainty Index for Flanders, Wallonia and Belgium

Number of pages: 16 Posted: 21 Apr 2020 Last Revised: 04 Aug 2020
Vrije Universiteit Brussel (VUB), University of Neuchâtel, Ghent University and Vrije Universiteit Brussel
Downloads 105 (279,639)
Citation 1

Abstract:

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

4.

Constructing a Real-time Consumer Confidence Index using Media News Articles

Number of pages: 37 Posted: 26 May 2020 Last Revised: 13 Aug 2020
Vrije Universiteit Brussel (VUB), University of Neuchâtel, Ghent University and Vrije Universiteit Brussel (VUB)
Downloads 32 (513,625)

Abstract:

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dynamic factor model, mixed-frequency, nowcasting, sentiment, sentometrics, state space