Browsing Thesis by Author "Langerfeld, Christian"
Now showing items 1-7 of 7
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Behavioral Impact of Short-Term Stock Price Trends on Equity Research : A Textual Analysis of Trend-Chasing Bias in Norwegian Equity Research Reports Covering the Oslo Stock Exchange
Birgirsson, Torstein Øye; Dahling, Sander Eide (Master thesis, 2023)This thesis employs XGBoost and linear regression to reveal whether short-term stock price trends can explain the variance in textual sentiment in Norwegian equity research reports covering the Oslo Stock Exchange, ... -
Central Bank Sentiment Analysis and Asset Prices : Using Machine Learning and Natural Language Processing to Conduct Sentiment Analysis for Predicting Stock Prices in a Norwegian Financial Context
Andersen, Julian Cæsar; Thorshaug, Magnus Glad (Master thesis, 2023)This thesis seeks to investigate the relationship between text sentiment in central bank communication and stock market returns in a Norwegian context using a machine learning approach. We collect textual data from Norges ... -
Do Fraudulent Companies Employ Different Linguistic Features in Their Annual Reports? An Empirical Study Using Logistic Regression and Random Forest Methodologies
GÖKTÜRK, Gözde (Master thesis, 2022)The use of textual analysis to uncover fraudulent actions in 10-K filings is widespread. The previous studies have looked at the Management Disclosure and Analysis (MD&A) section of annual reports to predict illicit ... -
The Impact of Crisis Communication Sentiment on COVID-19 Social and Economic Outcomes: A Textual Analysis of US-state Governor Press Releases
Nicolson, Aelon; Emerson, Caleb (Master thesis, 2022)The global spread of COVID-19 has caused unprecedented social and economic disruption the world over, forcing political leaders to act quickly and enact public policy that mitigated the impact of the virus. Despite early ... -
Machine Learning in Application-Based Case Management: A study on using machine learning to predict decision making in case management processes
Oftebro, Sindre Lien; Rabben, Adrian (Master thesis, 2022)This thesis studies the possibility of using machine learning to predict the outcome of applications processed by the Regional Committees for Medical and Health Research Ethics (REK) in Norway. More specifically, the ... -
Prediction of Stock Market Volatility Utilizing Sentiment from News and Social Media Texts : A study on the practical implementation of sentiment analysis and deep learning models for predicting day-ahead volatility
Berge, Martin; Bessesen, Lars R. (Master thesis, 2022)This thesis studies the impact of sentiment on the prediction of volatility for 100 of the largest stocks in the S&P500 index. The purpose is to find out if sentiment can improve the forecast of day-ahead volatility ... -
Sentiment Analysis in the Norwegian Stock Market: Predicting Stock Price Movements Using Media Sentiment
Jónsdóttir, Herdís Birta; Thorsø, Live Wold (Master thesis, 2022)A historical belief in financial economics states that stock prices react immediately to available information, making it impossible to predict changes in stock prices. However, research in the last few decades contradicts ...