Investor Reaction to Financial Disclosures across Topics: An Application of Latent Dirichlet Allocation.
Stefan FeuerriegelNicolas PröllochsPublished in: Decis. Sci. (2021)
Keyphrases
- latent dirichlet allocation
- topic models
- stock market
- stock price
- financial markets
- topic modeling
- generative model
- latent topics
- lda model
- gibbs sampling
- topic discovery
- variational inference
- probabilistic topic models
- probabilistic latent semantic analysis
- topic extraction
- latent topic models
- variational bayesian inference
- investment decisions
- text mining
- bag of words
- hierarchical bayesian model
- word counts
- high dimensional data
- image classification