{"id":"https://openalex.org/W3120264269","doi":"https://doi.org/10.1007/978-3-030-64583-0_18","title":"Using the GDELT Dataset to Analyse the\u00a0Italian Sovereign Bond Market","display_name":"Using the GDELT Dataset to Analyse the\u00a0Italian Sovereign Bond Market","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3120264269","doi":"https://doi.org/10.1007/978-3-030-64583-0_18","mag":"3120264269"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-64583-0_18","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-030-64583-0_18","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-030-64583-0_18.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-030-64583-0_18.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5029063875","display_name":"Sergio Consoli","orcid":"https://orcid.org/0000-0001-7357-5858"},"institutions":[{"id":"https://openalex.org/I4210118689","display_name":"Joint Research Centre","ror":"https://ror.org/02qezmz13","country_code":"IT","type":"government","lineage":["https://openalex.org/I1320481043","https://openalex.org/I2800387288","https://openalex.org/I4210118689","https://openalex.org/I4210161702"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Sergio Consoli","raw_affiliation_strings":["European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy"],"affiliations":[{"raw_affiliation_string":"European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy","institution_ids":["https://openalex.org/I4210118689"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5068684333","display_name":"Luca Tiozzo Pezzoli","orcid":"https://orcid.org/0000-0002-9737-0213"},"institutions":[{"id":"https://openalex.org/I4210118689","display_name":"Joint Research Centre","ror":"https://ror.org/02qezmz13","country_code":"IT","type":"government","lineage":["https://openalex.org/I1320481043","https://openalex.org/I2800387288","https://openalex.org/I4210118689","https://openalex.org/I4210161702"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Luca Tiozzo Pezzoli","raw_affiliation_strings":["European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy"],"affiliations":[{"raw_affiliation_string":"European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy","institution_ids":["https://openalex.org/I4210118689"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074480692","display_name":"Elisa Tosetti","orcid":"https://orcid.org/0000-0003-0979-2828"},"institutions":[{"id":"https://openalex.org/I4210118689","display_name":"Joint Research Centre","ror":"https://ror.org/02qezmz13","country_code":"IT","type":"government","lineage":["https://openalex.org/I1320481043","https://openalex.org/I2800387288","https://openalex.org/I4210118689","https://openalex.org/I4210161702"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Elisa Tosetti","raw_affiliation_strings":["European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy"],"affiliations":[{"raw_affiliation_string":"European Commission, Joint Research Centre, Directorate A-Strategy, Work Programme and Resources, Scientific Development Unit, Via E. Fermi 2749, 21027, Ispra, VA, Italy","institution_ids":["https://openalex.org/I4210118689"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5029063875"],"corresponding_institution_ids":["https://openalex.org/I4210118689"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":{"value":5000,"currency":"EUR","value_usd":5392},"fwci":5.8977,"has_fulltext":true,"cited_by_count":7,"citation_normalized_percentile":{"value":0.97228532,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"190","last_page":"202"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9918000102043152,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9905999898910522,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7167012095451355},{"id":"https://openalex.org/keywords/metadata","display_name":"Metadata","score":0.6925469636917114},{"id":"https://openalex.org/keywords/web-crawler","display_name":"Web crawler","score":0.6440285444259644},{"id":"https://openalex.org/keywords/gradient-boosting","display_name":"Gradient boosting","score":0.6334739923477173},{"id":"https://openalex.org/keywords/boosting","display_name":"Boosting (machine learning)","score":0.5262498259544373},{"id":"https://openalex.org/keywords/big-data","display_name":"Big data","score":0.43364229798316956},{"id":"https://openalex.org/keywords/world-wide-web","display_name":"World Wide Web","score":0.3265652060508728},{"id":"https://openalex.org/keywords/database","display_name":"Database","score":0.3238142728805542},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.31883591413497925},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.2621591091156006},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.10050183534622192}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7167012095451355},{"id":"https://openalex.org/C93518851","wikidata":"https://www.wikidata.org/wiki/Q180160","display_name":"Metadata","level":2,"score":0.6925469636917114},{"id":"https://openalex.org/C13743948","wikidata":"https://www.wikidata.org/wiki/Q45842","display_name":"Web crawler","level":2,"score":0.6440285444259644},{"id":"https://openalex.org/C70153297","wikidata":"https://www.wikidata.org/wiki/Q5591907","display_name":"Gradient boosting","level":3,"score":0.6334739923477173},{"id":"https://openalex.org/C46686674","wikidata":"https://www.wikidata.org/wiki/Q466303","display_name":"Boosting (machine learning)","level":2,"score":0.5262498259544373},{"id":"https://openalex.org/C75684735","wikidata":"https://www.wikidata.org/wiki/Q858810","display_name":"Big data","level":2,"score":0.43364229798316956},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.3265652060508728},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.3238142728805542},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.31883591413497925},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.2621591091156006},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.10050183534622192}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-030-64583-0_18","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-030-64583-0_18","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-030-64583-0_18.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:publications.jrc.ec.europa.eu:111111111/62597","is_oa":true,"landing_page_url":"https://link.springer.com/chapter/10.1007%2F978-3-030-64583-0_18","pdf_url":null,"source":{"id":"https://openalex.org/S4306401126","display_name":"Joint Research Centre (European Commission)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I2800387288","host_organization_name":"European Commission","host_organization_lineage":["https://openalex.org/I2800387288"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Articles in periodicals and books"}],"best_oa_location":{"id":"doi:10.1007/978-3-030-64583-0_18","is_oa":true,"landing_page_url":"https://doi.org/10.1007/978-3-030-64583-0_18","pdf_url":"https://link.springer.com/content/pdf/10.1007%2F978-3-030-64583-0_18.pdf","source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","score":0.5600000023841858,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3120264269.pdf","grobid_xml":"https://content.openalex.org/works/W3120264269.grobid-xml"},"referenced_works_count":29,"referenced_works":["https://openalex.org/W399296400","https://openalex.org/W1548151805","https://openalex.org/W1774015364","https://openalex.org/W2077252204","https://openalex.org/W2078944630","https://openalex.org/W2081692733","https://openalex.org/W2097998348","https://openalex.org/W2290018798","https://openalex.org/W2337441499","https://openalex.org/W2528321558","https://openalex.org/W2554619162","https://openalex.org/W2582042908","https://openalex.org/W2601780063","https://openalex.org/W2767989651","https://openalex.org/W2790777705","https://openalex.org/W2806686490","https://openalex.org/W2895269073","https://openalex.org/W2904344771","https://openalex.org/W2938744463","https://openalex.org/W2965410650","https://openalex.org/W3121813836","https://openalex.org/W3122944446","https://openalex.org/W3123402215","https://openalex.org/W3123595939","https://openalex.org/W3125324917","https://openalex.org/W3125952890","https://openalex.org/W3125965070","https://openalex.org/W4285701418","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2967733078","https://openalex.org/W3204430031","https://openalex.org/W3137904399","https://openalex.org/W4310492845","https://openalex.org/W2885778889","https://openalex.org/W4310224730","https://openalex.org/W2766514146","https://openalex.org/W4289703016","https://openalex.org/W2885516856","https://openalex.org/W3094138326"],"abstract_inverted_index":{"Abstract":[0],"The":[1,160],"Global":[2],"Data":[3],"on":[4,39,72,81],"Events,":[5],"Location,":[6],"and":[7,29,62,76,88,120],"Tone":[8],"(GDELT)":[9],"is":[10,165],"a":[11,33,50,66,74,151],"real":[12],"time":[13],"large":[14],"scale":[15],"database":[16,59],"of":[17,56,93,125,143,150],"global":[18],"human":[19],"society":[20],"for":[21,37],"open":[22,35],"research":[23],"which":[24,53,105],"monitors":[25],"worlds":[26],"broadcast,":[27],"print,":[28],"web":[30],"news,":[31],"creating":[32],"free":[34],"platform":[36],"computing":[38],"the":[40,57,82,90,110,123,135,141,163,169],"entire":[41],"world\u2019s":[42],"media.":[43],"In":[44],"this":[45],"work,":[46],"we":[47,99,132],"first":[48],"describe":[49],"data":[51,68],"crawler,":[52],"collects":[54],"metadata":[55],"GDELT":[58,139],"in":[60,65,97,114,162,173],"real-time":[61],"stores":[63],"them":[64],"big":[67],"management":[69],"system":[70],"based":[71],"Elasticsearch,":[73],"popular":[75],"efficient":[77],"search":[78],"engine":[79],"relying":[80],"Lucene":[83],"library.":[84],"Then,":[85],"by":[86,121],"exploiting":[87,122],"engineering":[89],"detailed":[91],"information":[92],"each":[94],"news":[95],"encoded":[96],"GDELT,":[98],"build":[100],"indicators":[101],"capturing":[102],"investor\u2019s":[103],"emotions":[104],"are":[106,158],"useful":[107],"to":[108],"analyse":[109],"sovereign":[111],"bond":[112],"market":[113],"Italy.":[115],"By":[116],"using":[117],"regression":[118,153],"analysis":[119],"power":[124],"Gradient":[126],"Boosting":[127],"models":[128],"from":[129,138],"machine":[130],"learning,":[131],"find":[133],"that":[134,149],"features":[136],"extracted":[137],"improve":[140],"forecast":[142],"country":[144],"government":[145,171],"yield":[146],"spread,":[147],"relative":[148],"baseline":[152],"where":[154],"only":[155],"conventional":[156],"regressors":[157],"included.":[159],"improvement":[161],"fitting":[164],"particularly":[166],"relevant":[167],"during":[168],"period":[170],"crisis":[172],"May-December":[174],"2018.":[175]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2021-01-18T00:00:00"}