Harnessing Big Data & Machine Learning Technology for Central BanksRome, Conference Centre "Carlo Azeglio Ciampi", 26-27 March 2018
Program
- Programpdf 73.2 KB Publish date::24 March 2018
Welcome address
- Opening Remarks - Workshop "Harnessing Big Data & Machine Learning Technologies for Central Banks"pdf 348.3 KB Publish date::26 March 2018
Keynote Speech
- Textual sentiment and sector-specific reaction - slidespdf 2.1 MB Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Elisabeth Bommes (University of Berlin) Publish date::05 April 2018
Session 1
- Can Twitter predict inflation expectations? - slidespdf 1.5 MB Cristina Angelico, Juri Marcucci, Marcello Miccoli and Filippo Quarta (Banca d'Italia) Publish date::05 April 2018
- Can We Measure Inflation Expectations Using Twitter? - discussionpdf 109.7 KB Isaiah Hull (Riksbank) Publish date::05 April 2018
- Listening to the buzz: Social media sentiment and retail depositors' trust - slidespdf 1.0 MB Matteo Accornero, Mirko Moscatelli (Banca d'Italia) Publish date::05 April 2018
- Listening to the buzz: social media sentiment and retail depositors' trust - discussionpdf 258.5 KB Ralph Verhoeks (De Nederlandsche Bank) Publish date::05 April 2018
Keynote Speech
- Nowcasting with Big Data - slidespdf 1.3 MB Massimiliano Marcellino (Bocconi University) Publish date::05 April 2018
Session 2
- Twitter Sentiment and Banks' Financial Ratios: Is There Any Causal Link? - slidespdf 2.2 MB Giuseppe Bruno (Banca d'Italia), Paola Cerchiello (University of Pavia), Juri Marcucci (Banca d'Italia), Giancarlo Nicola (University of Pavia) Publish date::05 April 2018
- Twitter Sentiment and Banks' Financial Ratios: Is There Any Causal Link - discussionpdf 159.8 KB Ricardo Correa (Federal Reserve Board of Governors) Publish date::05 April 2018
- The Sentiment Hidden in Italian Texts through the lens of a new dictionary - slidespdf 424.6 KB Giuseppe Bruno, Juri Marcucci, Attilio Mattiocco (Banca d'Italia), Marco Scarnò, Donatella Sforzini (CINECA) Publish date::05 April 2018
- The Sentiment Hidden in Italian Texts through the lens of a new dictionary - discussionpdf 187.3 KB Scott Hendry (Bank of Canada) Publish date::05 April 2018
Session 3
- News and Consumer card payments - slidespdf 1.6 MB Guerino Ardizzi, Simone Emiliozzi, Juri Marcucci, Libero Monteforte (Banca d'Italia) Publish date::05 April 2018
- News and Consumer card payments - discussionpdf 388.1 KB Javier J. Pérez (Banco de España) Publish date::05 April 2018
- Targeting policy-compliers with machine learning: an application to a tax rebate programme in Italy - slidespdf 235.2 KB Monica Andini, Emanuele Ciani, Guido de Blasio, Alessio D'Ignazio) Banca d'Italia), Viola Salvestrini (London School of Economics) Publish date::05 April 2018
- Targeting policy-compliers with Machine Learning: An application to a tax rebate program in Italy - discussionpdf 805.9 KB Roberto Rocci (Tor Vergata University) Publish date::05 April 2018
Panel Discussion
- Big Data: Experiences and Challenges - slidespdf 497.2 KB Gabriel Quiros (International Monetary Fund) Publish date::05 April 2018
- Big Data: A strategic asset for central banks policies - slidespdf 613.3 KB Per Nymand-Andersen (European Central Bank) Publish date::05 April 2018
- Big Data and Machine Learning at the Banque de France - slidespdf 672.6 KB Jacques Fournier (Banque de France) Publish date::05 April 2018
- Driving digital transformation through (big) data - slidespdf 1.2 MB Emanuele Baldacci (European Commission) Publish date::05 April 2018
Session 4
- Forecasting US Birth Rates with Google Trends - slidespdf 1.0 MB Francesco Billari (Bocconi Univesrity), Francesco D'Amuri, Juri Marcucci (Banca d'Italia) Publish date::05 April 2018
- Forecasting U.S. Birth Rates using Google Trends - discussionpdf 221.1 KB Simon Oehler (Bundesbank) Publish date::05 April 2018
- The potential of big housing data: an application to the Italian real estate market - slidespdf 1.6 MB Michele Loberto, Andrea Luciani (Banca d'Italia), Marco Pangallo (Oxford University) Publish date::05 April 2018
- The Potential of Big Housing Data - discussionpdf 132.0 KB Stefano Nardelli (European Central Bank) Publish date::05 April 2018
- Central Bank Communications: Information extraction and Semantic Analysis - slidespdf 489.4 KB Giuseppe Bruno (Banca d'Italia) Publish date::05 April 2018
- Information Extraction and Semantic Analysis - discussionpdf 488.9 KB Monica Scannapieco (Italian National Institute of Statistics) Publish date::05 April 2018
Closing Remarks
- Closing Remarks - Workshop "Harnessing Big Data & Machine Learning Technologies for Central Banks"pdf 226.5 KB Publish date::27 March 2018
