mlsanityData to 14 Oct 2026

Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty

arXiv 1908.04369 ↗First posted 12 Aug 2019econ.GN cs.CL q-fin.ECcited by 1

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Abstract (arXiv)

I propose a novel method, the Wasserstein Index Generation model (WIG), to generate a public sentiment index automatically. To test the model`s effectiveness, an application to generate Economic Policy Uncertainty (EPU) index is showcased.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). First posted on arXiv 12 Aug 2019.

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  1. 2023Economic Policy Uncertainty: A Review on Applications and Measurement Methods with Focus on Text Mining Methodscited by 0