Publications by Romain Beker

We provide a framework to design, create, test and evaluate linear forecasting models incorporating query statistics. As part of the framework we provide algorithms for identifying search terms that have forecasting power. We test the algorithms performances empirically with Google statistics on three applications: stock market volatility, arrivals in the Republic of Seychelles and initial unemployment claims in the USA. We also showcase the framework by improving stock market volatility forecasts. Finally we compare Google and Twitter query statistics.

@mastersthesis{abc,
	abstract = {We provide a framework to design, create, test and evaluate linear forecasting
models incorporating query statistics. As part of the framework we provide algorithms
for identifying search terms that have forecasting power. We test the
algorithms performances empirically with Google statistics on three applications:
stock market volatility, arrivals in the Republic of Seychelles and initial unemployment
claims in the USA. We also showcase the framework by improving
stock market volatility forecasts. Finally we compare Google and Twitter query
statistics.},
	author = {Romain Beker},
	school = {3},
	title = {Forecasting Stock Market Volatility with Search Engine Query Statistics},
	year = {2011}
}