Stock portfolio selection balancing variance and tail risk via stock vector representation acquired from price data and texts
Knowledge-Based Systems（2022）
摘要
Recent works on portfolio selection report ways to incorporate textual data in addition to price movements. Price, texts, and events as what lies underneath take heterogeneous data form and therefore have been processed without any consistent mathematical formulation.
更多查看译文
关键词
Portfolio optimization,Mean–variance minimization,News text,Stock embedding,Neural network,Tail risk
AI 理解论文
溯源树
样例
生成溯源树，研究论文发展脉络
Chat Paper
正在生成论文摘要