Latent dirichlet allocation algorithm using linguistic analysis

Department

Department of Economics

Was this content written or created while at IBA?

Yes

Document Type

Conference Paper

Publication Date

1-1-2019

Conference Name

2019 International Conference on Green and Human Information Technology (ICGHIT)

Conference Location

Kuala Lumpur, Malaysia

Conference Dates

15-17 January 2019

ISBN/ISSN

85074273337 (Scopus)

First Page

116

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Abstract / Description

This study proposes an index which can be used to measure the sensitivity of monetary policy communication, based on the value of index positivity or negativity of a sentence is identified. The Latent Dirichlet Allocation algorithm has been applied on extracted monetary policy data and identified words. The clouds of identified words are the quantified which resulted in a single variable; index.

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