The market notices published by the Italian Stock Exchange: a machine learning approach for the selection of the relevant ones

Marta Bernardini (), Paolo Massaro (), Francesca Pepe () and Francesco Tocco
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Marta Bernardini: Bank of Italy
Francesca Pepe: Bank of Italy

No 632, Questioni di Economia e Finanza (Occasional Papers) from Bank of Italy, Economic Research and International Relations Area

Abstract: Bank of Italy data managers check the market notices published daily by the Italian Stock Exchange (Borsa Italiana) and select those of interest to update the Bank of Italy's Securities Database. This activity is time-consuming and prone to errors should a data manager overlook a relevant notice. In this paper we describe the implementation of a supervised model to automatically select the market notices. The model outperforms the manual approach used by data managers and can therefore be implemented in the regular process to update the Securities Database.

Keywords: machine learning; Securities Database; automatic selection; Italian Stock Exchange (search for similar items in EconPapers)
JEL-codes: C18 C81 G23 (search for similar items in EconPapers)
Date: 2021-07
New Economics Papers: this item is included in nep-big, nep-cmp, nep-isf and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:bdi:opques:qef_632_21

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