Ioannis Chalkiadakis

Centre National de la Recherche Scientifique

CNRS / UAR 3611

Paris

France

SCHOLARLY PAPERS

9

DOWNLOADS

543

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Hybrid ARDL-MIDAS-Transformer Time-Series Regressions for Multi-Topic Crypto Market Sentiment Driven by Price and Technology Factors

Number of pages: 57 Posted: 21 Aug 2021 Last Revised: 03 Sep 2021
Ioannis Chalkiadakis, Gareth Peters and Matthew Ames
Centre National de la Recherche Scientifique, University of California Santa Barbara and affiliation not provided to SSRN
Downloads 378 (153,647)

Abstract:

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MIDAS; Transformer; multi-scale resolution data; sentiment modelling; natural language processing; Gegenbauer long memory

2.

Infection Rate Models for COVID-19: Model Risk and Public Health News Sentiment Exposure Adjustments.

Number of pages: 34 Posted: 14 Apr 2021
Ioannis Chalkiadakis, Hongxuan Yan, Gareth Peters and Pavel V. Shevchenko
Centre National de la Recherche Scientifique, The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 89 (549,282)
Citation 2

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COVID-19, GLARMA, growth models, model risk, natural language processing, sentiment analysis

3.

On-chain analytics for sentiment-driven statistical causality in cryptocurrencies: Supplementary appendix

Number of pages: 183 Posted: 06 Apr 2021 Last Revised: 24 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
Centre National de la Recherche Scientifique, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 68 (640,245)

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

4.

PyMstdnCollect: A Python Package for Data Collection on Mastodon

Number of pages: 14 Posted: 05 Sep 2024
Ioannis Chalkiadakis and David Chavalarias
Centre National de la Recherche Scientifique and Institut des Systèmes Complexes de Paris Île-de-France / CNRS - UAR 3611
Downloads 6 (1,139,988)

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Mastodon, decentralised social media, social science, political science, text mining, natural language processing, NLP, networks analysis, complex systems

5.

A text dataset of campaign speeches of the main tickets in the 2020 US presidential election

Number of pages: 16
Centre National de la Recherche Scientifique, Université Paris III - Sorbonne Nouvelle, France, University of California Santa Barbara and Université Paris III - Sorbonne Nouvelle, France
Downloads 1

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text-as-data, time-series, political science, rhetoric, american presidency, politics and elections, linguistics, communication studies, text analysis, natural language processing

6.

Structural changes and statistical causal relationships in agricultural commodities markets: the impact of public news sentiment and institutional announcements

Number of pages: 51
Centre National de la Recherche Scientifique, University of California Santa Barbara, ESC Rennes School of Business and affiliation not provided to SSRN
Downloads 1

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7.

Vocal and Text Emotion Formant Analysis with Graph Lasso and Empirical Mode Decomposition in Political Speech

Posted: 13 Feb 2023
Marta Campi, Ioannis Chalkiadakis and Gareth Peters
Institut Pasteur - Hearing Institute, Centre National de la Recherche Scientifique and University of California Santa Barbara

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EMD, Graph Lasso, Sentiment Analysis, Text Features

8.

On-chain Analytics for Sentiment-driven Statistical Causality in Cryptocurrencies

Posted: 11 Feb 2021 Last Revised: 22 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
Centre National de la Recherche Scientifique, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science

Abstract:

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

9.

A Stochastic Gaussian Process-driven model for Text Data

Posted: 11 Feb 2021 Last Revised: 16 Aug 2023
Ioannis Chalkiadakis and Gareth Peters
Centre National de la Recherche Scientifique and University of California Santa Barbara

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natural language, text processing, long memory, persistence, multifractal time-series, Brownian bridge, Multiple-Output Gaussian Processes, item-response models, contingency tables