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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...
Autores principales: | Taguchi, Rei, Watanabe, Hikaru, Sakaji, Hiroki, Izumi, Kiyoshi, Hiramatsu, Kenji |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Frontiers Media S.A.
2022
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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 |
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