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: 7 Mar 2014 Last revised: 7 Dec 2015

David Tuckett

University College London (UCL)

Robert Elliott Smith

University College London

Rickard Nyman

University College London

Date Written: February 1, 2014

Abstract

We develop social network and "relative sentiment shift" analysis techniques to study how financial narratives influence financial markets. First, we analyze Reuters News articles focusing on narratives about Fannie Mae. Second, we analyze Broadband and Energy narratives in the Enron Corporation email database. Combining datasets we show that phantastic object narratives can be detected and tracked as they develop and spread through networks to lead to a disconnect between narrative and underlying "reality". The methods may be applicable to other text datasets to create early warnings.

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

JEL Classification: B40, C15, C82, G12

Suggested Citation

Tuckett, David and Smith, Robert Elliott and Nyman, Rickard, Tracking Phantastic Objects: A Computer Algorithmic Investigation of Narrative Evolution in Unstructured Data Sources (February 1, 2014). 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. Available at SSRN: https://ssrn.com/abstract=2405447 or http://dx.doi.org/10.2139/ssrn.2405447

David Tuckett (Contact Author)

University College London (UCL) ( email )

Gower Street
London, WC1E 7HU
United Kingdom

HOME PAGE: http://www.ucl.ac.uk/psychoanalysis/unit-staff/david.htm

Robert Elliott Smith

University College London ( email )

Gower Street
London, WC1E 6BT
United Kingdom

Rickard Nyman

University College London ( email )

Gower Street
London, WC1E 6BT
United Kingdom

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