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

arXiv: https://arxiv.org/abs/1908.04369 · HTML: https://mlsanity.com/paper/1908.04369/

## Key facts

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

## Built on by (most cited first, 1 of 1)

- [Economic Policy Uncertainty: A Review on Applications and Measurement Methods with Focus on Text Mining Methods](https://mlsanity.com/paper/2308.10304/) (2023)

## 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.