NLP sentiment analysis using ECB transcripts (NLP)
- Contact:
- Project Group:
BSc and MSc
- Startdate:
Now
The chair will provide an NLP algorithm as well as the data that is to be analyzed. The student has to refine the algorithm regarding the preselection of paragraphs from the ECB transcripts. The algorithm will be applied to assess the relationship between the sentiment of ECB transcripts and the relative change in risk measures provided by the chair. As a first step the analysis will be done for the SPX, later at the single stock level.