There’s now a video online of a presentation (starts at around 14:30, where I’ve cued up the video link) given by Sujit Kapadia  from the Band of England of a paper entitled “News and Narratives in Financial Systems: Exploiting Big Data for Systematic Risk Assessment”, which documents some of my work with Sujit and David Gregory (formerly at the BoE) and my UCL colleagues David Tuckett, Rickard Nyman, and Paul Ormerod. Interesting stuff about how human emotion is the key driver or markets, not the other way around.