BERT’s sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model

In financial markets, sentiment analysis on natural language sentences can improve forecasting. Many investors rely on information extracted from newspapers or their feelings. Therefore, this information is expressed in their language. Sentiment analysis models classify sentences (or entire texts) w...

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Detalles Bibliográficos
Autores principales: Colasanto, Francesco, Grilli, Luca, Santoro, Domenico, Villani, Giovanni
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer London 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9150638/
https://www.ncbi.nlm.nih.gov/pubmed/35669537
http://dx.doi.org/10.1007/s00521-022-07403-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9150638/
https://www.ncbi.nlm.nih.gov/pubmed/35669537
http://dx.doi.org/10.1007/s00521-022-07403-1

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