Skip to content

Research project to measure the firm Expected Investment Growth (EIG) based on a combination of machine learning tools and text regression.

Notifications You must be signed in to change notification settings

gustavocxavier/EIGtextRegression

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

25 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Overview

This repository contains code to create the dataset for my work in progress called A Text-based Measurement of Expected Investment Growth, which use text regression and machine learning to forecast the expected investment growth at the firm level. To reproduce, you can either clone this repository with git, or download the entire content as a zip file by clicking on the Download ZIP button on Code menu above. Than onpen start.R in your R Studio.

How to Run the Code

Open start.R in your R studio. The code creates some subfolders where it will store temporary data for each step, so that you don't have to run the entire code more than once.

CORE PRINCIPLE:

  1. Never modify 0_data
  2. Only save/load to "pipeline" folder

Additional notes

About

Research project to measure the firm Expected Investment Growth (EIG) based on a combination of machine learning tools and text regression.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages