ログイン
言語:

WEKO3

  • トップ
  • ランキング
To
lat lon distance
To

Field does not validate



インデックスリンク

インデックスツリー

メールアドレスを入力してください。

WEKO

One fine body…

WEKO

One fine body…

アイテム

  1. 117 経済学研究科・経済学部
  2. Working Papers on Central Bank Communication
  1. 0 資料タイプ別
  2. 60 レポート類
  3. 063 ワーキングペーパー

Predicting Adverse Media Risk using a Heterogeneous Information Network

http://hdl.handle.net/2261/00076347
http://hdl.handle.net/2261/00076347
7fd8bc18-e27e-455a-8fc7-50c8d2e790bc
名前 / ファイル ライセンス アクション
cb-wp004.pdf cb-wp004.pdf (1.5 MB)
Item type テクニカルレポート / Technical Report(1)
公開日 2018-11-12
タイトル
タイトル Predicting Adverse Media Risk using a Heterogeneous Information Network
言語
言語 eng
資源タイプ
資源 http://purl.org/coar/resource_type/c_18gh
タイプ technical report
著者 Hisano, Ryohei

× Hisano, Ryohei

WEKO 152588

Hisano, Ryohei

Search repository
Sornette, Didier

× Sornette, Didier

WEKO 152589

Sornette, Didier

Search repository
Mizuno, Takayuki

× Mizuno, Takayuki

WEKO 152590

Mizuno, Takayuki

Search repository
著者所属
著者所属 Social ICT Research Center, Graduate School of Information Science and Technology, The University of Tokyo
著者所属
著者所属 ETH Züric, Department of Management Technology and Economics
著者所属
著者所属 National Institute of Informatics
抄録
内容記述タイプ Abstract
内容記述 The media plays a central role in monitoring powerful institutions and identifying any activities harmful to the public interest. In the investing sphere constituted of 46,583 officially listed domestic firms on the stock exchanges worldwide, there is a growing interest “to do the right thing”, i.e., to put pressure on companies to improve their environmental, social and government (ESG) practices. However, how to overcome the sparsity of ESG data from non-reporting firms, and how to identify the relevant information in the annual reports of this large universe? Here, we construct a vast heterogeneous information network that covers the necessary information surrounding each firm, which is assembled using seven professionally curated datasets and two open datasets, resulting in about 50 million nodes and 400 million edges in total. Exploiting this heterogeneous information network, we propose a model that can learn from past adverse media coverage patterns and predict the occurrence of future adverse media coverage events on the whole universe of firms. Our approach is tested using the adverse media coverage data of more than 35,000 firms worldwide from January 2012 to May 2018. Comparing with state-of-the-art methods with and without the network, we show that the predictive accuracy is substantially improved when using the heterogeneous information network. This work suggests new ways to consolidate the diffuse information contained in big data in order to monitor dominant institutions on a global scale for more socially responsible investment, better risk management, and the surveillance of powerful institutions.
内容記述
内容記述タイプ Other
内容記述 Publisher's another name: JSPS Grants-in-Aid for Scientific Research (S) Central Bank Communication Design
書誌情報 Working Papers on Central Bank Communication

巻 004, 発行日 2018-11
著者版フラグ
値 publisher
出版者
出版者 Research Project on Central Bank Communication
関係URI
識別子タイプ URI
関連識別子 http://www.centralbank.e.u-tokyo.ac.jp/en/category/research-data/
戻る
0
views
See details
Views

Versions

Ver.1 2021-03-01 10:59:49.818427
Show All versions

Share

Mendeley Twitter Facebook Print Addthis

Cite as

エクスポート

OAI-PMH
  • OAI-PMH JPCOAR 2.0
  • OAI-PMH JPCOAR 1.0
  • OAI-PMH DublinCore
  • OAI-PMH DDI
Other Formats
  • JSON
  • BIBTEX

Confirm


Powered by WEKO3


Powered by WEKO3