Sanjiv Das & Seoyoung Kim : Detecting Risk Through Firms’ Emails : The Columbia Law School Blue Sky Blog
Sanjiv Das, William and Janice Terry Professor of Finance and Business Analytics and Seoyoung Kim, assistant professor of finance and business analytics, were recently featured on Columbia Law School’s Blue Sky Blog for a piece they wrote on the detection of risk through corporate emails. They pointed to recent advances in financial technology and noted how the continuous flow of corporate emails could be analyzed in a way that makes them a far more prevalent and timely indicator of growing risk than quarterly financials.
An excerpt from the piece:
In an exploratory analysis, we develop an automated platform to parse a set of unstructured employee emails—specifically, Enron emails spanning the critical period from January 2000 through December 2001, which is the two year period leading to Enron’s demise. Based on the content extracted from these employee emails, we compute a net sentiment score over time using various context-dependent sentiment dictionaries for word classification.
Read the full article here»
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