Rating change classication of insurance companies indicators

Zubchenko, V. P., Kostiuk, Y. O., Lukashchuk, M. O., Yaroshevskyi, A. M. (2020). Rating change classication of insurance companies indicators. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics(1), 31–35. https://doi.org/10.17721/1812-5409.2020/1-2.4

In this paper we investigate the relationship between financial indicators of insurance companies and news space. The news space is considered as a set of topics. The goal of the paper is to fit the model in order to forecast company's rating change for given indicators — whether rating will go up or down regarding the current value. As the data set we use news articles of the relevant insurance topics for the specified time period. The approach we use includes search for the most influential topics for the given indicator. To retrieve topics, we used Latent Dirichlet Allocation (LDA) algorithm and Naive Bayes model. For the validation the Leave-One-Out approach was used with accuracy metric.Key words: LDA, news space analysis, topic modelling, Naive Bayes, financial indicators of insurance company.Pages of the article in the issue: 31 - 35Language of the article: Ukrainian