Making Text Count

Seminar Abstract

This seminar introduces Professor George Kapetanios' related work on large data sets.

His presentation reports a work in progress on Making Text Count.

This uses big data methods to extract useful information about sentiments and uncertainty from textual sources that may be used as inputs to macro models, to forecast, or predict returns.

This builds on previous work with the Bank of England and ECB staff.

Booking

This seminar is free to attend. Please bring your friends, colleagues and classmates along.

Speaker bio

Professor George Kepatenios is Professor of Finance and Econometric at King's Business School. 

He holds an MSc from the London School of Economics and Political Science and a PhD from Cambridge University. 

Prior to joining King's he worked at the National Institute of Economic and Social Research and the Bank of England.

His research interests main focus on the the following;

• the econometrics of structural change
• analysis of large data sets
• applications of data sets to empirical finance and macroeconomics 

George has published widely in econometrics and finance.