Stress index strategy enhanced with financial news sentiment analysis for the equity markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lefort, Baptiste, Benhamou, Eric, Ohana, Jean-Jacques, Saltiel, David, Guez, Beatrice, Jacquot, Thomas
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Artificial Intelligence Computation and Language Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.00012