Post on 12-May-2020
Textual dataSentiment
The R package sentometricsto analyze textual sentiment
AggregateCompute Predict
Sentometrics is about econometrics meeting sentiment!
Transformation of qualitative data into quantitative
sentiment variables
Application in econometric analysis of the relationships
between sentiment and other variables
Corpus
Word lists (lexicons)
Valence shifters
Within-document weighting
Sentiment
matrix
Metadata features
Sentiment
matrix
Frequency
Across-document weighting
Across-time weightings
Sentiment
time series
Further
aggregation
Many time series obtained across
lexicons, features and time aggregation schemes
lexiconfeature time
aggregation
target other variables sentiment
Model
Sentiment time series
Other variables
Model specifications
Output
Forecasting
Precision
Attribution
Insights
Corpus
Valence shifters
Sentiment matrix
Lexicons
Weightings
Frequency
Sentiment
time series
Specifications
Target variable
Output
Attribution
Use the sentometrics R package!
To aggregate textual data into
sentiment variables…
… & insights
Ardia, Bluteau, Borms and Boudt (2018). “The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment”. Available at: http://dx.doi.org/10.2139/ssrn.3067734.
Repository: https://github.com/sborms/sentometrics.
Project website: https://www.sentometrics.org.
Samuel Bormssamuel.borms@unine.ch