SSRNLLMs & Text
Boosted Return with News
The article uses XGBoost to predict next-day volatility jumps based on over 1400 news topics, improving portfolio performance.
Featured in No. 58 on 24 Jul 2024 ·
- Released
- 1 Sep 2023
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4900825
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