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Extraction of temporal networks from term co-occurrences in online textual sources

Popović, Marko; Štefančić, Hrvoje; Sluban, Borut; Kralj Novak, Petra; Grčar, Miha; Mozetič, Igor; Puliga, Michelangelo; Zlatić, Vinko (2014) Extraction of temporal networks from term co-occurrences in online textual sources. PLoS ONE, 9 (12). e99515-1-e99515-29. ISSN 1932-6203

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A stream of unstructured news can be a valuable source of hidden relations between different entities, such as financial institutions, countries, or persons. We present an approach to continuously collect online news, recognize relevant entities in them, and extract time-varying networks. The nodes of the network are the entities, and the links are their co-occurrences. We present a method to estimate the significance of co-occurrences, and a benchmark model against which their robustness is evaluated. The approach is applied to a large set of financial news, collected over a period of two years. The entities we consider are 50 countries which issue sovereign bonds, and which are insured by Credit Default Swaps (CDS) in turn. We compare the country co-occurrence networks to the CDS networks constructed from the correlations between the CDS. The results show relatively small, but significant overlap between the networks extracted from the news and those from the CDS correlations.

Item Type: Article
Uncontrolled Keywords: temporal networks; term co-occurrences, credit default swaps, online textual sources
Subjects: SOCIAL SCIENCES > Information and Communication Sciences
Divisions: Theoretical Physics Division
Project titleProject leaderProject codeProject type
Forcasting Financial Crises - FoC IIVinko Zlatić255987FP7
Depositing User: Vinko Zlatić
Date Deposited: 08 May 2015 09:15
DOI: 10.1371/journal.pone.0099515

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