학술논문

Big data and the regulation of financial markets
Document Type
Conference
Source
2015 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining (ASONAM) Advances in Social Networks Analysis and Mining (ASONAM), 2015 IEEE/ACM International Conference on. :1118-1124 Aug, 2015
Subject
Computing and Processing
Indexes
Encoding
Natural language processing
Social network services
Government
Uncertainty
big data
natural language processing
machine learning
political economics
financial regulation
Language
Abstract
The development of computational data science techniques in natural language processing (NLP) and machine learning (ML) algorithms to analyze large and complex textual information opens new avenues to study intricate processes, such as government regulation of financial markets, at a scale unimaginable even a few years ago. This paper develops scalable NLP and ML algorithms (classification, clustering and ranking methods) that automatically classify laws into various codes/labels, rank feature sets based on use case, and induce best structured representation of sentences for various types of computational analysis. The results provide standardized coding labels of policies to assist regulators to better understand how key policy features impact financial markets.