Nikolaos P. Panagiotou- Ph.D in Finance
- Athens University of Economics and Business
Nikolaos P. Panagiotou
- Ph.D in Finance
- Athens University of Economics and Business
Researcher: Textual Analysis, 10-Ks, Banks, M&As, Green Bonds, ESG, Data Analysis, Econometrics, Machine Learning.
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Publications (5)
We combine machine learning algorithms (ML) with textual analysis techniques to forecast bank stock returns. Our textual features are derived from press releases of the Federal Open Market Committee (FOMC). We show that ML models produce more accurate out-of-sample predictions than OLS regressions, and that textual features can be more informative...
