ML-QuantSubscribe

RePEcLLMs & Text

News Text Analysis

A study reveals that a pricing model based on news text from The Wall Street Journal is more effective in predicting investment opportunities than traditional models, using topic modeling and latent factor analysis.

Featured in No. 70 on 17 Oct 2024 ·

Released
4 Sep 2023
First featured
No. 70 · 17 Oct 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
6
Identifier
RePEc:oup:rfinst:v:36:y:2023:i:12:p:4759-4787.

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page