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Machine Learning vs. Dictionary for Sentiment

Machine-learning methods, particularly the random-forest-regression-tree method, significantly improve the capture of disclosure sentiment at 10-K filing and conference-call dates compared to dictionary-based measures.

Featured in No. 13 on 24 Aug 2023 ·

Released
10 May 2022
First featured
No. 13 · 24 Aug 2023
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Identifier
RePEc:inm:ormnsc:v:68:y:2022:i:7:p:5514-5532

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