Investor Reaction to Financial Disclosures Across Topics: An Application of Latent Dirichlet Allocation.
Stefan FeuerriegelNicolas PröllochsPublished in: CoRR (2018)
Keyphrases
- latent dirichlet allocation
- topic models
- stock market
- topic modeling
- stock price
- financial markets
- generative model
- latent topics
- topic discovery
- lda model
- text mining
- gibbs sampling
- variational inference
- investment decisions
- variational bayesian inference
- dimensionality reduction
- topic extraction
- probabilistic latent semantic analysis
- statistical topic models
- probabilistic topic models
- factor analysis
- hidden markov models
- prior knowledge
- hierarchical bayesian model
- latent topic models
- keywords