Groupe d’études et de recherche en analyse des décisions

Sentometrics: An overview of methodology and applications

David Ardia Professeur agrégé, Département de sciences de la décision, HEC Montréal, Canada

David Ardia

The advent of massive amounts of textual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. This webinar will present this new research field and illustrate possible applications in economics and finance.