Intelligent Asset Allocation via Market Sentiment Views.

IEEE Computational Intelligence Magazine(2018)

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摘要
The sentiment index of market participants has been extensively used for stock market prediction in recent years. Many financial information vendors also provide it as a service. However, utilizing market sentiment under the asset allocation framework has been rarely discussed. In this article, we investigate the role of market sentiment in an asset allocation problem. We propose to compute sentim...
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关键词
Stock markets,Covariance matrices,Sentiment analysis,Bayes methods,Resource management,Mathematical model,Computational modeling,Time series analysis,Analytical models
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