Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)最新文献

Fishing for Errors in an Ocean Rather than a Pond 在海洋里找错误，而不是在池塘里找错误

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8331

John G. Wilson, D. Te'eni

引用次数: 0

A proposal to deal with sampling bias in social network big data 一种处理社交网络大数据中抽样偏差的方法

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8302

S. Iacus, G. Porro, S. Salini, Elena Siletti

引用次数: 1

Mining Big Data in statistical systems of the monetary financial institutions (MFIs) 货币金融机构统计系统中的大数据挖掘

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8570

A. Ashofteh

引用次数: 2

Mining for Signals of Future Consumer Expenditure on Twitter and Google Trends 挖掘推特和谷歌趋势上未来消费者支出的信号

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8337

Viktor Pekar

{"title":"Mining for Signals of Future Consumer Expenditure on Twitter and Google Trends","authors":"Viktor Pekar","doi":"10.4995/CARMA2018.2018.8337","DOIUrl":"https://doi.org/10.4995/CARMA2018.2018.8337","url":null,"abstract":"Consumer expenditure constitutes the largest component of Gross Domestic Product in developed countries, and forecasts of consumer spending are therefore an important tool that governments and central bank use in their policy-making. In this paper we examine methods to forecast consumer spending from user-generated content, such as search engine queries and social media data, which hold the promise to produce forecasts much more efficiently than traditional surveys. Specifically, the aim of the paper is to study the relative utility of evidence about purchase intentions found in Google Trends versus those found in Twitter posts, for the problem of forecasting consumer expenditure. Our main findings are that, firstly, the Google Trends indicators and indicators extracted from Twitter are both beneficial for the forecasts: adding them as exogenous variables into regression model produces improvements on the pure AR baseline, consistently across all the forecast horizons. Secondly, we find that the Google Trends variables seem to be more useful predictors than the semantic variables extracted from Twitter posts, the differences in performance are significant, but not very large.","PeriodicalId":272330,"journal":{"name":"Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121927861","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Validation of innovation indicators from companies’ websites 公司网站创新指标的验证

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8333

Mikäel Héroux-Vaillancourt, C. Beaudry

引用次数: 0

The Catalonian Crises through Google Searches: A Regional Perspective 从谷歌搜索看加泰罗尼亚危机:一个地区视角

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8578

C. Artola, Javier J. Pérez

{"title":"The Catalonian Crises through Google Searches: A Regional Perspective","authors":"C. Artola, Javier J. Pérez","doi":"10.4995/CARMA2018.2018.8578","DOIUrl":"https://doi.org/10.4995/CARMA2018.2018.8578","url":null,"abstract":"In this paper we focus in the period of political turmoil starting in September 2017 in Catalonia. Our research question is the following: can the Catalan crisis be tracked by the searches done by the public on different consumption items in the Internet? We do so by focusing in two set of consumption categories: Travel to Catalonia from the main international markets (France, Germany and United Kingdom) and searches on the main consumption categories done from Catalonia and from other five big regions (Madrid, Valencia, Aragón, Andalucía and Basque Country). The preliminary results show that the uncertainty in the political situation has translated unto a decline in searches on terms associated with tourism activities in Barcelona, one broad measure shows that searches for the term “Barcelona hotel” has declined by 12%, year on year for September 2017 to January 2018, by comparison searches for hotel in other comparable Spanish regions have increased slightly. When comparing searches done from Catalonia with other regions through simple time series models, a sizeable negative residual for Catalonia is present in October 2017 –the most difficult period in the Catalan conundrumwhich is not observed in other geographical areas. This is the case for some search topics associated to durable goods and Catering and Accommodation services. The political turmoil in Catalonia had significant negative effects in two consumption categories: Theaters and Restaurants.","PeriodicalId":272330,"journal":{"name":"Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)","volume":"322 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122708630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Automated Detection of Customer Experience through Social Platforms 通过社交平台自动检测客户体验

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8347

J. Bustamante, Leonardo Kuffo, Edgar Izquierdo, Carmen Vaca

{"title":"Automated Detection of Customer Experience through Social Platforms","authors":"J. Bustamante, Leonardo Kuffo, Edgar Izquierdo, Carmen Vaca","doi":"10.4995/CARMA2018.2018.8347","DOIUrl":"https://doi.org/10.4995/CARMA2018.2018.8347","url":null,"abstract":"The emergence and acceptance of social media have become a crucial aspect of daily lives in the worldwide population. As a result of this phenomenon, it is not surprising that customers’ buying patterns exhibit continuous change. For capturing the experience of consumers during their visit to a retail store, previous studies have proposed in-store customer experience (ISCX) scale from data captured through traditional methods like survey research. Accordingly, ISCX is conceived as a subjective internal response to and interaction with the physical retail environment. The present study builds upon prior research and we take the concept of ISCX with the purpose of developing an automated model for capturing ISCX from data collected through a social network like Facebook. This approach offers a low-cost, real-time alternative to traditional elicitation methods. We gathered data from English written contents by Facebook users and collected approximately 1,6 million comments made in public sites belonging to 50 companies worldwide (e.g. Clothing and jewelry retailers, whole Box and electronics Stores), including IKEA, Samsung, Whole Foods, Walmart, Tiffany, Victoria Secret, and Dillards. Five reviewers manually checked the messages filtered by the automated model, resulting in a high accuracy, confirming the high effectiveness of the model in classifying Facebook written messages. Keywords: Customer Experience; Machine Learning; Data Classification; Text Mining.","PeriodicalId":272330,"journal":{"name":"Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115023215","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Relevance as an enhancer of votes on Twitter 相关性作为推特上的投票增强器

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8311

Jorge Arroba Rimassa, F. Llopis, Rafael Muñoz Guillena

引用次数: 0

An Unconventional Example of Big Data: BIST-100 Banking Sub-Index of Turkey 大数据的非常规范例:土耳其BIST-100银行分类指数

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8356

Sadullah Çelik, E. Isbilen

{"title":"An Unconventional Example of Big Data: BIST-100 Banking Sub-Index of Turkey","authors":"Sadullah Çelik, E. Isbilen","doi":"10.4995/CARMA2018.2018.8356","DOIUrl":"https://doi.org/10.4995/CARMA2018.2018.8356","url":null,"abstract":"This paper applies Big Data concept to an emerging economy stock exchange market by examining the relationship between price and volume of the Banking index in BIST-100. Stock markets have been commonly analyzed in big data studies as they are one of the main sources of rich data with recordings of hourly and minutely transactions. In this sense, nowcasting the economic outlook has been related to the fluctuations in the stock exchange market as news from companies open to public became important sources of changes in expectations for economic agents. However, most of the previous studies concentrated on the main stock market indices rather than the major sub-indices. This study covers the period 13 December 2017 – 12 March 2018, with minute data and approximately 31000 observations for each of the 11 bank stocks. The effects of stock market movements on exchange rates and interest rates are also examined. The methodologies used are frequency domain Granger causality of Breitung and Candelon (2006) and wavelet coherence of Grinsted et al. (2004). The main finding is the supremacy of the banking index as it seems to have great influence on economic fluctuations in Turkish economy through other high frequency variables and the households’ expectations.","PeriodicalId":272330,"journal":{"name":"Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116692954","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Financial Stability Governance and Communication 金融稳定、治理和沟通

Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018) Pub Date : 2018-07-12 DOI: 10.4995/CARMA2018.2018.8577

Juan M. Londoño, S. Claessens, Ricardo Correa, Nathan Mislang

{"title":"Financial Stability Governance and Communication","authors":"Juan M. Londoño, S. Claessens, Ricardo Correa, Nathan Mislang","doi":"10.4995/CARMA2018.2018.8577","DOIUrl":"https://doi.org/10.4995/CARMA2018.2018.8577","url":null,"abstract":"We investigate how differences in governance frameworks across central banks explain their financial stability communication strategies and the effect of these strategies on the evolution of each country’s financial cycle. To do so, we propose a simple conceptual framework that explains how central banks conduct their communication strategy, which eventually affects the evolution of financial conditions. To empirically validate our framework, we use a database with the financial stability governance characteristics of 24 central banks and the sentiment conveyed in the financial stability reports published by these central banks. We find that, after observing a deterioration of financial conditions, central banks participating in interagency financial stability committees or with an oversight role transmit a calmer message than banks without these characteristics. We also find that the effect of communication on the evolution of the financial cycle depends on each central bank's governance framework. In particular, communication by central banks participating in an interagency financial stability committee or with a financial supervisory role has an alleviating effect on the deterioration of financial conditions.","PeriodicalId":272330,"journal":{"name":"Proceedings of the 2nd International Conference on Advanced Research Methods and Analytics (CARMA 2018)","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132975005","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0