Macroeconomic forecasting with statistically validated knowledge graphs
作者:
Highlights:
• Features derived from graphs based on news themes improve predictions of economic activity.
• Disease and economy-related themes have the strongest predictive power.
• Such graphs can be modified to track specific events in real-time and thus have many applications.
摘要
•Features derived from graphs based on news themes improve predictions of economic activity.•Disease and economy-related themes have the strongest predictive power.•Such graphs can be modified to track specific events in real-time and thus have many applications.
论文关键词:Knowledge graph,Time series forecasting,Natural language processing,Big data
论文评审过程:Received 21 April 2021, Revised 14 July 2021, Accepted 11 August 2021, Available online 18 August 2021, Version of Record 4 September 2021.
论文官网地址:https://doi.org/10.1016/j.eswa.2021.115765