On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis

Afanasyev, Dmitriy O.; Greenatom, Jsc; Fedorova, Elena; Rogov, O. Yu.

doi:10.17323/1813-8691-2019-23-2-264-289

Cited by 3 publications

(1 citation statement)

References 22 publications

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“…Более того, для российских потребителей сдвиг динамики цен на нефть в один или два месяца не приводит к статистически значимому изме нению ИПН. В таком случае требуется более детальный анализ причин, поскольку на протяжении длительного времени считалось, что цена на нефть и курс валют в СМИ позволяли россиянам понимать тенденции, например, в изменении уровня потребительских цен [49]. Это требует отдельного уточнения, напримерпутем включения в ту же модель динамики ИПЦ 1 или иных макроиндикаторов.…”

Section: основные результаты исследованияunclassified

Peculiarities of ARDL modeling in sociological time series analysis (the case of economic news in the dynamics of CSI in 2010–2017)

Pashkov

2022

Sociology: Methodology, Methods, Mathematical Modeling (Sociology: 4M)

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The Consumer Sentiments Index (CSI) reflects views of the population of Russia on the economic and financial policy of the country and contributes to the understanding of recessive changes in the economy. Current methodological approach singles out inflation, exchange rate, unemployment, intensity of economic events coverage in mass media as the primary factors that guide consumers in their assessments when “rational” signals arise. The article pays attention to the peculiar features of using the ARDL approach in sociological research based on the example of assessing non-economic factors on CSI in 2010-2017, including “socially significant” factors such as mass media. In autoregressive models with distributed lag (ARDL) it is possible to use the “non-economic” indicators that are difficult to include in classical vector autoregressive models (VAR). The article shows that ARDL modeling improves the interpretation of models in the presence of mixed series, and a two-month lag in the news intensity can demonstrate a decrease in consumer sentiments. The approach used in the current study allowed to identify episodes of desynchronization of the dynamics of macro indicators since the 2010s, which, on the one hand, indicates actual changes in the corresponding indicators, and on the other hand, brings more certainty to people’s understanding of the current situation in the economy and opportunities for making large purchases. Additionally, the article examines the methodological and analytical benefits of the CSI data and describe the specifics of including various “sociological” parameters and indicators into the analysis.

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Section: основные результаты исследованияunclassified

Peculiarities of ARDL modeling in sociological time series analysis (the case of economic news in the dynamics of CSI in 2010–2017)

Pashkov

2022

Sociology: Methodology, Methods, Mathematical Modeling (Sociology: 4M)

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Development of Levenberg-Marquardt theoretical approach for electric networks

Mikhaylov

Tarakanov

2020

J. Phys.: Conf. Ser.

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The algorithm for artificial neural networks is presented for the optimal distribution of tasks in electric networks in an automatic mode without operator participation. The article presents the artificial neural networks algorithm based on Levenberg-Marquardt approach that implements the specified task, as well as substantiation of its characteristics. It is proposed to use the technology of artificial neural networks (ANN), which on the basis of the developed multi-criteria evaluation electricity system of ARES allows ranking. The ANN architecture with Levenberg-Marquardt algorithm of weights optimization and their efficiency is estimated. As indicators of efficiency, the F-measure and the percentage of correctly made decisions (accuracy) were chosen for optimal network parameters. The obtained ANN was successfully tested.

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Forecasting Macro-Economic Indicators Based on Text Information from Strategic Management Field in Russia

Zagranovskaia

2024

Vestn. Ross. èkon. univ. im. G. V. Plehanova

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The current situation in economic activity is notable for exponential increase in accessible e-information and serious interest in its use in order to get competitive advantages. The article studies influence of information published in mass media on the essential social and economic indicators, which show key concepts of the system of strategic management in Russia. Methodological basis of the research was formed by theories of cognitive, topical modeling and regressive analysis. In the investigation the author used methods of topical modeling, machine education and statistical analysis of data. The author put forward the procedure of automated plotting of the cause-and-effect diagram based on qualitative and quantitative data. The system of causal links between key concepts of the system gave a chance to build forecast models of high accuracy. Findings of the research showed that topics being highlighted in mass media can influence social and economic indicators. Unfortunately, accidental events can make mathematic models, relying on system inertia, inadequate. In theoretical aspect the article proposes the procedure of automated building of the cause-and-effect diagram based on heterogeneous data, which can eliminate the problem of subjectivity of expert estimations in plotting cognitive maps. In applied aspect models of forecasting the most important social and economic indicators based on mass media publications were worked out that lean against cause-and-effect diagram and can support well-grounded managerial decisions and in case of necessity can affect the situation.

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On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis

Cited by 3 publications

References 22 publications

Peculiarities of ARDL modeling in sociological time series analysis (the case of economic news in the dynamics of CSI in 2010–2017)

Peculiarities of ARDL modeling in sociological time series analysis (the case of economic news in the dynamics of CSI in 2010–2017)

Development of Levenberg-Marquardt theoretical approach for electric networks

Forecasting Macro-Economic Indicators Based on Text Information from Strategic Management Field in Russia

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