Does Soft Information Improve the Forecasting Performance of Taiwan Corporate Credit Risk Index?
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === This paper applies the technique of linguistic text mining to extract relevant information from Chinese financial news and further investigate its application of predicting probability of default. We construct three News-corpus variables including intensity...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19487136647972147704 |