Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Neural Forecasting of the Italian Sovereign Bond Market with Economic
  News   In this paper we employ economic news within a neural network framework to
forecast the Italian 10-year interest rate spread. We use a big, open-source,
database known as Global Database of Events, Language and Tone to extract
topical and emotional news content linked to bond markets dynamics. We deploy
such information within a probabilistic forecasting framework with
autoregressive recurrent networks (DeepAR). Our findings suggest that a deep
learning network based on Long-Short Term Memory cells outperforms classical
machine learning techniques and provides a forecasting performance that is over
and above that obtained by using conventional determinants of interest rates
alone.

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The categories of this paper are: bayes-an
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The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
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The categories of this paper are: quant-ph
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The categories of this paper are: math-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: solv-int
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The categories of this paper are: q-fin
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The categories of this paper are: mtrl-th
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The categories of this paper are: nucl-th
2
The categories of this paper are: math
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The categories of this paper are: eess
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The categories of this paper are: nucl-ex
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The categories of this paper are: funct-an
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The categories of this paper are: cmp-lg
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The categories of this paper are: ao-sci