Volatility spillovers in commodity markets: A large t-vector autoregressive approach L Barbaglia, C Croux, I Wilms Energy Economics 85, 104555, 2020 | 82 | 2020 |
Forecasting with Economic News L Barbaglia, S Consoli, S Manzan Journal of Business & Economic Statistics 41 (3), 708-719, 2023 | 79 | 2023 |
Fine-grained, aspect-based sentiment analysis on economic and financial lexicon S Consoli, L Barbaglia, S Manzan Knowledge-Based Systems, 2022 | 65 | 2022 |
Forecasting loan default in Europe with machine learning L Barbaglia, S Manzan, E Tosetti Journal of Financial Econometrics 21 (2), Forecasting loan default in europe …, 2023 | 42 | 2023 |
Testing big data in a big crisis: Nowcasting under COVID-19 L Barbaglia, L Frattarolo, L Onorante, FM Pericoli, M Ratto, LT Pezzoli International Journal of Forecasting 39 (4), 1548-1563, 2023 | 37 | 2023 |
Data science technologies in economics and finance: A gentle walk-in L Barbaglia, S Consoli, S Manzan, D Reforgiato Recupero, M Saisana, ... Data science for economics and finance: Methodologies and applications, 1-17, 2021 | 24 | 2021 |
Multi-class vector auto‐regressive models for multistore sales data I Wilms, L Barbaglia, C Croux Journal of the Royal Statistical Society: Series C (Applied Statistics) 67 …, 2018 | 21 | 2018 |
Commodity dynamics: A sparse multi-class approach L Barbaglia, I Wilms, C Croux Energy Economics 60, 62-72, 2016 | 20 | 2016 |
Forecasting GDP in Europe with textual data L Barbaglia, S Consoli, S Manzan Journal of Applied Econometrics 39 (2), 338-355, 2024 | 16 | 2024 |
Mapping the demand side of computational social science for policy E Bertoni, M Fontana, L Gabrielli, S Signorelli, M Vespe, ... EUR, 2022 | 12 | 2022 |
Monitoring the business cycle with fine-grained, aspect-based sentiment extraction from news L Barbaglia, S Consoli, S Manzan Mining Data for Financial Applications: 4th ECML PKDD Workshop, MIDAS 2019 …, 2020 | 11 | 2020 |
Sentiment analysis of economic text: A lexicon-based approach L Barbaglia, S Consoli, S Manzan, L Tiozzo Pezzoli, E Tosetti Available at SSRN 4106936, 2022 | 8 | 2022 |
Exploring the predictive power of news and neural machine learning models for economic forecasting L Barbaglia, S Consoli, S Manzan Mining Data for Financial Applications: 5th ECML PKDD Workshop, MIDAS 2020 …, 2021 | 6 | 2021 |
Financial forecasting with word embeddings extracted from news: a preliminary analysis L Barbaglia, S Consoli, S Wang Joint european conference on machine learning and knowledge discovery in …, 2021 | 5 | 2021 |
Tracking socio-economic activities in European countries with unconventional data M Colagrossi, S Consoli, F Panella, L Barbaglia Proceedings of the 2022 ACM Conference on Information Technology for Social …, 2022 | 4 | 2022 |
Fine-grained, aspect-based semantic sentiment analysis within the economic and financial domains S Consoli, L Barbaglia, S Manzan 2020 IEEE Second International Conference on Cognitive Machine Intelligence …, 2020 | 3 | 2020 |
Flooded credit markets: physical climate risk and small business lending L Barbaglia, S Fatica, C Rho JRC Working Papers in Economics and Finance, 2023 | 2 | 2023 |
Beyond the Headlines: Understanding Sentiments and Morals Impacting Female Employment in Spain O Araque, L Barbaglia, F Berlingieri, M Colagrossi, S Consoli, L Gatti, ... arXiv preprint arXiv:2402.07339, 2024 | 1 | 2024 |
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model L Barbaglia, L Frattarolo, N Hauzenberger, D Hirschbuehl, F Huber, ... arXiv preprint arXiv:2401.10054, 2024 | 1 | 2024 |
Detecting Anti-dumping Circumvention: A Network Approach L Barbaglia, C Croux, I Wilms arXiv preprint arXiv:2207.05394, 2022 | 1 | 2022 |