Are Oil Price News Headlines Statistically and Economically Significant for Investors?

Translation of News Headlines

Machine-Translation of news headlines is difficult since the sentences are fragmentary and abbreviations and acronyms of proper names are frequently used. Another difficulty is that, since the headline comes at the top of a news article, the context information useful to disambiguate the sense of words and to determine their translation(target word) is not available. This paper proposes a new a...

OPEC news announcements: Effects on oil price expectation and volatility

a r t i c l e i n f o JEL classifications: C51 N70 Keywords: Crude oil price volatility GARCH Covariates Modified dummy variables OPEC announcements WTI crude oil Several times a year, OPEC hosts conferences among its members to agree on further oil production policies. Prior to OPEC conferences, there is usually rampant speculation about which decision concerning world oil production levels (n...

Negative News No More: Classifying News Article Headlines

Generating News Headlines with Recurrent Neural Networks

We describe an application of an encoder-decoder recurrent neural network with LSTM units and attention to generating headlines from the text of news articles. We find that the model is quite effective at concisely paraphrasing news articles. Furthermore, we study how the neural network decides which input words to pay attention to, and specifically we identify the function of the different neu...

Statistically significant sites

Most of us know less about statistics than we feel we should but, even as a scientist, it’s often not necessary to be an expert. When it comes to presenting your data, or reviewing someone else’s, however, it can help to have a ready reference at your fingertips. Before you run out and buy a textbook or ask advice from a colleague, take a look at what the web has to offer. Sites offering online...