Research Working Papers

Methodology · machine-learning

Sentence embeddings

2 papers

WP02

Decoding Real Estate Descriptions: Semantic Embeddings and Hedonic Pricing of Residential Properties in Quebec

Simon-Pierre Boucher · UQO Working Papers · October 2026 · v1.2

Broker-written listing descriptions contain information about housing quality that structured hedonic variables omit. This paper proposes an interpretable way to use that information: sentence-transformer embeddings of 17,087 single-family listings from Quebec are projected, by cosine similarity, onto 20…

FIRC0002

Does the Language of Artificial Intelligence Move Markets? A Semantic Analysis of Russell 3000 SEC Filings and the Cross-Section of Stock Returns, 2010–2026

Manel Kammoun, Djerrycharli Tandjambianda and Simon-Pierre Boucher · FIRC Research Papers · October 2026 · v2.0

This paper measures artificial-intelligence (AI) engagement in the SEC filings of some 2,500 U.S. listed firms (the current S&P 500 constituents and the holdings of the iShares Russell 3000 ETF) by embedding every passage of their Form 10-K, 10-Q and 8-K filings of 2010–2026 with a sentence transformer and scoring it…