Narratives Research Papers

NLP and transformer-based narrative detection from financial text

TOPOL Framework (1)

Transformer Narrative Polarity Fields: Capturing Multidimensional Semantic Shifts with TOPol

Submitted

Gabin Taibi and Lucia Gomez Teijeiro

EPIA 2025 (2025)

In computational linguistics, semantic polarity has traditionally been conceptualized as sentiment and measured along a unidimensional scalar continuum from negative to positive. However, this sentime...

WP3
Polarity FieldsTransformersUnsupervisedManifoldNatural Language Processing
Systematic Literature Review (3)

An Algorithmic Framework for Systematic Literature Reviews with Application to Financial Narratives

Under Review

Financial Innovation (2025)

This paper presents a systematic literature review on financial narratives and the methods used to model them. To support this review, we develop an algorithmic framework that improves the efficiency,...

WP1
Systematic Literature ReviewText ProcessingNLPFinancial NarrativeFinancial Market Dynamics

An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives

In Progress

Gabin Taibi and Joerg Osterrieder

Working Paper (2025)

In recent years, narratives have emerged as a critical factor shaping financial markets, influencing investor behavior, market dynamics, and ultimately asset price movements. In social science, narrat...

WP1
Algorithmic Literature ReviewTextual AnalysisNatural Language ProcessingFinancial Narrative ModelingFinancial Market Dynamics

Strategic Narratives during Economic Turning Points: An AI Framework for Monitoring U.S. Central Bank Communications

In Progress

Gabin Taibi and Lucia Gomez Teijeiro

Working Paper (2025)

Central bank communication plays a critical role in shaping expectations during macroeconomic transitions, yet empirical understanding of how narrative strategies evolve around economic turning points...

WP1
MacroeconomyCentral Bank SpeechesDimensionality ReductionNatural Language ProcessingTopic Modeling
Quoniam Collaboration (1)

Quantifying Industry-Relevant Narratives from Headlines: A Comparative Framework for Narrative Modeling

In Progress

Gabin Taibi

Quoniam Collaboration (2025)

This paper introduces a framework for identifying and quantifying financial narratives from short-text data, focusing exclusively on news headlines rather than full-length articles. We propose three a...

WP3
Narratives ModelingSentiment AnalysisSemantic SimilarityLarge Language ModelsNews Headlines
Analysis Figures
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Statistical Test

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Statistical Test

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Statistical Test

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Time Series

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Dimensionality Reduction

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Dimensionality Reduction

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Dimensionality Reduction

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Statistical Test

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Research Figure

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Research Figure

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Analysis Chart

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Clustering Analysis

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Diagram

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Diagram

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Analysis Chart

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Analysis Chart