Transcripts Model US
收藏Snowflake2023-07-21 更新2024-05-01 收录
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资源简介：
Transcripts Model US is a unique sentiment signal based on US earnings call transcripts. The model is generated using our tailor-made NLP engine which is trained recursively using a corpus of over 200,000 transcripts going back to 1999. We utilize the NLP engine to produce both Bag-of-words and word-embedding features, on which we train a machine-learning model to predict future stock returns.
Only a single table is provided.
Fields:
- Date
- Ticker
- Ticker PointInTime
- CUSIP
- CUSIP PointInTime
- ISIN
- ISIN PointInTime
- Transcript_ID
- Transcript Model Bag of Words Component Score
- Transcript Model Embedding Component Score
- Transcript Model Score
- Transcript Model Residualized Score
提供机构：
ExtractAlpha
创建时间：
2023-07-21
