We innovate by transforming textual communications into actionable insights

Our mission

We develop tools that aggregate textual data into innovative yet practical and understandable index solutions, tracking the authors’ sentiments about the topic of interest. We seek to continuously improve the understanding of the multi-dimensional textual information out there. Our ambitious goal is to grasp the stream of emotional content and its implications for society even faster than the impressive speed at which it is generated.

Technology

Team

We are an international group of researchers with a passion for solving challenging problems at the intersection of textual analysis, sentiment mining, and econometrics. We deliver the same high quality for the sentometrics-branded services as for the white-labeled advisory and development. We prioritize excellence and progress, but always cut loose with that regular dose of fun.

Publications

Econometrics and sentiment

  • Algaba, A., Ardia, D., Bluteau, K., Borms, S. and Boudt, K. (20xx). Econometrics meets sentiment: An overview of methodology and applications. Journal of Economic Surveys, forthcoming.
    https://doi.org/10.2139/ssrn.2652876

Text-based forecasting

  • Boudt, K., & Thewissen, J. (2019). Jockeying for position in CEO letters: Impression management and sentiment analytics. Financial Management, 48, 77-115.
    https://doi.org/10.1111/fima.12219
  • Ardia, D., Bluteau, K., & Boudt, K. (2019). Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting, 35, 1370-1386.
    https://doi.org/10.1016/j.ijforecast.2018.10.010

Impact analysis

  • Arslan-Ayaydin, Ö., Boudt, K., & Thewissen, J. (2016). Managers set the tone: Equity incentives and the tone of earnings press releases. Journal of Banking & Finance, 72, S132-S147.
    https://doi.org/10.1016/j.jbankfin.2015.10.007
  • Ardia, D., Bluteau, K., & Boudt, K. (2018). Media and the stock market: Their relationship and abnormal dynamics around earnings announcements
    https://doi.org/10.2139/ssrn.3192064
  • Algaba, A., Borms, S., & Boudt, K. (20xx). Timeliness of ESG reputation from texts. In progress.

Network analysis

  • Ardia, D. Borms, S., & Boudt, K. (20xx) Sentiment comovement and article features. In progress.

Software

  • Ardia, D., Bluteau, K., Borms, S., & Boudt, K. (20xx). The R package sentometrics to compute, aggregate and predict with textual sentiment. Journal of Statistical Software, forthcoming.
    https://doi.org/10.2139/ssrn.3067734

info@sentometrics.org