Ontology highlight
ABSTRACT:
SUBMITTER: Taguchi R
PROVIDER: S-EPMC9157435 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Taguchi Rei R Watanabe Hikaru H Sakaji Hiroki H Izumi Kiyoshi K Hiramatsu Kenji K
Frontiers in artificial intelligence 20220518
This study demonstrates whether analysts' sentiments toward individual stocks are useful for stock investment strategies. This is achieved by using natural language processing to create a polarity index from textual information in analyst reports. In this study, we performed time series forecasting for the created polarity index using deep learning, and clustered the forecasted values by volatility using a regime switching model. In addition, we constructed a portfolio from stock data and rebala ...[more]