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

SCHOLARLY PAPERS

5

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1,905

SSRN CITATIONS
Rank 39,809

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Top 39,809

in Total Papers Citations

13

CROSSREF CITATIONS

6

Scholarly Papers (5)

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, Vrije Universiteit Brussel and Ghent University
Downloads 1,099 (24,177)
Citation 13

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: 03 Feb 2021
Vrije Universiteit Brussel (VUB), HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Decision Sciences, Vrije Universiteit Brussel and Ghent University
Downloads 485 (72,366)
Citation 8

Abstract:

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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
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel
Downloads 212 (176,823)
Citation 2

Abstract:

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

4.

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

Number of pages: 34 Posted: 26 May 2020 Last Revised: 03 May 2021
Vrije Universiteit Brussel (VUB), Vrije Universiteit Brussel, Ghent University and Vrije Universiteit Brussel (VUB)
Downloads 76 (381,045)

Abstract:

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

5.

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
Vrije Universiteit Brussel, Ghent University, Degroof Petercam Asset Management and Degroof Petercam Asset Management
Downloads 33 (558,311)

Abstract:

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