Micha Bender is a doctoral candidate and research assistant at the chair of e-Finance at Goethe University Frankfurt and a research assistant at the efl – the Data Science Institute in Frankfurt. His research focuses on empirical financial market research and market microstructure theory. Specifically, he is interested in the application of machine learning methods, natural language processing and alternative data sets in the financial market context. He received his Master’s degree of business administration specialized in finance from Goethe University Frankfurt.
A general framework for the identification and categorization of risks: an application to the context of financial markets
This paper is, to the best of the authors' knowledge, the first to develop an algorithm-based and generally applicable framework that generates an extensive and integrated identification and categorization scheme of certain risks by using text mining and…