This paper identifies patterns in total and per capita CO₂ emissions among 208 countries considering different emission sources, such as cement, flaring, gas, oil, and coal. This research uses linear and non-linear dimensional reduction techniques, combining K-means clustering with principal component analysis (PCA) and t-distributed stochastic neighbor embedding (t-SNE), which allows the identification of distinct emission profiles among nations. This approach allows effective clustering of heterogeneous countries despite the highly dimensional nature of emissions data. The optimal number of clusters is determined using Calinski–Harabasz and Davies–Bouldin scores, of five and six clusters for total and per capita CO₂ emissions, respectively. The findings reveal that for total emissions, t-SNE brings together the world’s largest economies and emitters, i.e., China, USA, India, and Russia, into a single cluster, while PCA provides clusters with a single country for China, USA, and Russia. Regarding per capita emissions, PCA generates a cluster with only one country, Qatar, due to its significant flaring emissions, as byproduct of the oil industry, and its low population. This study concludes that international collaboration and coherent global policies are crucial for effectively addressing CO₂ emissions and developing targeted climate change mitigation strategies.

This research aims to determine the existence of inflection points when companies’ credit risk goes from being minimal (Hedge) to being high (Ponzi). We propose an analysis methodology that determines the probability of hedge credits to migrate to speculative and then to Ponzi, through simulations with homogeneous Markov chains and the k-means clustering method to determine thresholds and migration among clusters. To prove this, we used quarterly financial data from a sample of 35 public enterprises over the period between 1 July 2006 and 28 March 2020 (companies listed on the USA, Mexico, Brazil, and Chile stock markets). For simplicity, we make the assumption of no revolving credits for the companies and that they face their next payment only with their operating cash flow. We found that Ponzi companies (1) have a 0.79 probability average of default, while speculative ones had (0) 0.28, and hedge companies (−1) 0.009, which are the inflections point we were looking for. Our work’s main limitation lies in not considering the entities’ behavior when granting credits in altered states (credit relaxation due to credit supply excess).

This study analyzes the linguistic patterns and rhetorical strategies employed in the 2024 U.S. presidential debates from the exchanges between Donald Trump, Joe Biden, and Kamala Harris. This paper examines debate transcripts to find underlying themes and communication styles using Natural Language Processing (NLP) advanced techniques, including an n-gram analysis, sentiment analysis, and lexical diversity measurements. The methodology combines a quantitative text analysis with qualitative interpretation through the Jaccard similarity coefficient, the Type–Token Ratio, and the Measure of Textual Lexical Diversity. The empirical results reveal distinct linguistic profiles for each candidate: Trump consistently employed emotionally charged language with high sentiment volatility, while Biden and Harris demonstrated more measured approaches with higher lexical diversity. Finally, this research contributes to the understanding of political discourse in high-stakes debates through NLP and can offer information on the evolution of the communication strategies of the presidential candidates of any country with this regime.

This paper develops a Natural Language Processing (NLP) pipeline to quantify the hawkish–dovish stance in the Federal Reserve’s semiannual Monetary Policy Reports (MPRs). The goal is to transform long-form central-bank text into reproducible stance scores and interpretable policy signals for research and monitoring. The corpus comprises 26 MPRs (26 February 2013 to 20 June 2025). PDFs are parsed and segmented and chunks are embedded, indexed with FAISS, retrieved via LangChain, and scored by GPT-4o on a continuous scale from −2 (dovish) to +2 (hawkish). Reliability is assessed with a four-dimension validation suite: (i) semantic consistency using cosine-similarity separation, (ii) numerical consistency against theory-implied correlation ranges (e.g., Taylor-rule logic), (iii) bootstrap stability of reported metrics, and (iv) content-quality diagnostics. Results show a predominant Neutral distribution (50.0%), with Dovish (26.9%) and Hawkish (23.1%). The average stance is near zero (≈0.019) with volatility σ ≈ 0.866, and the latest window exhibits a hawkish drift of ~+0.8 points. The Numerical Consistency Score is 0.800, and the integrated validation score is 0.796, indicating publication-grade robustness. We conclude that an embedding-based, agentic RAG approach with GPT-4o yields a scalable, auditable measure of FED communication; limitations include biannual frequency and prompt/model sensitivity, but the framework is suitable for policy tracking and empirical applications.