2022
Title: Data-driven decision-making in credit risk management: The information value of analyst reports.
Authors: Roeder, J., Palmer, M., and Muntermann, J. 2022.
Outlet: Decision Support Systems (158:7), Article No. 113770, ScienceDirect
Keywords: Credit Risk, Data-Driven Decision-Making, Unstructured Data, Text Mining, Sentiment Analysis, Topic Mining
2021
Title: Induction of a sentiment dictionary for financial analyst communication: a data-driven approach balancing machine learning and human intuition.
Authors: Palmer, M., Roeder, J., and Muntermann, J. 2021.
Outlet: Journal of Business Analytics (5:1), pp. 8-28, T&F
Keywords: Sentiment Analysis, Domain-Specific Sentiment Dictionary, Dictionary Induction, Financial Analysts, Analyst Reports
Title: Alternative Data for Credit Risk Management: An Analysis of the Current State of Research.
Authors: Roeder, J. 2021.
Outlet: Proceedings of the 34th Bled eConference, Bled, Slovenia, Proceedings
Keywords: Credit Risk, Alternative Data, Literature Review, Unstructured Data
2020
Title: Utilizing News Topics for Credit Risk Management: The Explanation of Bank CDS Spreads.
Authors: Roeder, J., Palmer, M., and Muntermann, J. 2020.
Outlet: Journal of Decision Systems (29:sup1.), pp. 34-44, T&F
Keywords: : Credit Risk Management, CDS Spreads, News Topics, Sentiment Analysis
Title: Verrechnungspreise und Digitalisierung II. Empirische Analyse – Konsequenzen für die transaktionsbezogene Gewinnaufteilung.
Authors: Oestreicher, A., Muntermann, J., Schwager, R., Mewes, P., Palmer, M., Roeder, J., Rottner, F. 2020.
Outlet: ifst-Schrift 537, Berlin: Institut Finanzen und Steuern e.V., ifst-Schriften
Keywords: Verrechnungspreise, Digitalisierung
Title: Towards Automated Analysis of Financial Analyst Communication: The Induction of a Domain-Specific Sentiment Dictionary.
Authors: Palmer, M., Roeder, J., and Muntermann, J. 2020.
Outlet: Proceedings of the 28th European Conference on Information Systems, Marrakech, Morocco, AISeL
Keywords: Sentiment Analysis, Dictionary Induction, Financial Analysts, Analyst Reports
Title: Towards a Taxonomy of Data Heterogeneity.
Authors: Roeder, J., Muntermann, M., and Kneib, T. 2020.
Outlet: Proceedings of Internationale Tagung Wirtschaftsinformatik, Potsdam, Germany, Link
Keywords: Data Science, Data Heterogeneity, Data Understanding, Taxonomy, Information Value Chain
2019
Title: Document Representation for Text Analytics in Finance.
Authors: Roeder, J., Palmer, M. 2019.
Outlet: Enterprise Applications, Markets and Services in the Finance Industry. FinanceCom 2018. Lecture Notes in Business Information Processing, vol 345. Springer, Cham, SpringerLink
Keywords: Document Representation, Text Mining, Word Embeddings, Conceptual Framework, Literature Review
2018
Title: Make or Break: Business Model Determinants of FinTech Venture Success.
Authors: Roeder, J., Rodríguez Cardona, D., Palmer, M., Werth, O., Muntermann, J. and Breitner, H. M. 2018.
Outlet: Proceedings of the Multikonferenz Wirtschaftsinformatik (MKWI), Lueneburg, Germany, Link
Keywords: FinTech, Business Model, Venture Success, Taxonomy