A. Moniz MSc (Andy)
Role in Erasmus Studio:
Andy Moniz is a PhD candidate at Erasmus University, Rotterdam. He holds a BA and MA degree in Economics from the University of Cambridge, and a MSc in Statistics from the University of London. Andy works full-time as a quantitative researcher at APG Asset Management where he is responsible for the design of systematic investment strategies.
Andy Moniz’s interests lie in the examination of financial media sentiment for the design of Online Reputation Management (ORM) systems. To date, a growing body of finance and accounting research uses textual analysis to examine the tone and sentiment of corporate earnings reports (Tetlock 2008, Loughran and MacDonald 2011). The application of computational linguistics to non-earnings related corporate news (intangible information) remains a underdeveloped area of research.
Mining and interpreting opinions about companies is a less understood problem than opinion mining for products and services making reputation analysis a challenging task. Firm reputation may be viewed differently by different stakeholder groups (ranging from consumers, employees, investors, regulators, and local communities), hindering the ability to systematically classify news text into one with a positive or negative sentiment without first defining the stakeholder perspective. Fombrun and van Riel (1997) argue that the lack of attention to corporate reputation can be traced to the diversity of literatures explaining the various facets of the reputation construct, while Mahon (2002) suggests that different disciplines make ‘little or no reference to the parallel research being conducted elsewhere’. The research presented here is intended to close the gap by combining insights from empirical finance, statistics and NLP literature.
Moniz, A. and de Jong, F. Sentiment Analysis and the Impact of Employee Satisfaction on Firm Earnings. Advances in Information Retrieval - 36th European Conference on IR Research, ECIR 2014. Springer 2014 Lecture Notes in Computer Science
Moniz, A. and de Jong, F. Predicting the impact of central bank communications on financial market investors’ interest rate expectations. The Semantic Web: ESWC 2014. Springer 2014 Lecture Notes in Computer Science
Moniz, A. and de Jong, F. Reputational DAMAGE: Classifying the impact of allegations of irresponsible corporate behavior expressed in the financial media. 34th International Symposium on Forecasting 2014 conference proceedings
Moniz, A. and de Jong, F. Classifying the impact of negative affect expressed by the financial media on investor behavior. Proceedings of the 6th Conference on Information Interaction in Context (IIiX) 2014