SSRNLLMs & Text
News Volatility and Portfolio Implications
The article shows how the XGBoost machine learning algorithm can predict next-day volatility jumps based on firm-specific news, leading to improved portfolio performance.
Featured in No. 31 on 3 Jan 2024 ·
- Released
- 28 Oct 2023
- First featured
- No. 31 · 3 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4677789
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