Cargando…

Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models

This study demonstrates whether analysts' sentiments toward individual stocks are useful for stock investment strategies. This is achieved by using natural language processing to create a polarity index from textual information in analyst reports. In this study, we performed time series forecas...

Descripción completa

Detalles Bibliográficos
Autores principales: Taguchi, Rei, Watanabe, Hikaru, Sakaji, Hiroki, Izumi, Kiyoshi, Hiramatsu, Kenji
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9157435/
https://www.ncbi.nlm.nih.gov/pubmed/35664507
http://dx.doi.org/10.3389/frai.2022.865950