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Management Science· 2014Q1

Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures

Yang Bao, Anindya Datta

Short summary

A new topic modeling approach, a variation of Latent Dirichlet Allocation, can simultaneously discover and quantify risk types from corporate textual disclosures, outperforming existing methods.

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Field: General Social Sciences

General Social SciencesSocial Sciences