Sentiment-Driven Statistical Modelling of Stock Returns over Weekends
We propose a two-stage statistical learning framework to investigate how financial news headlines posted over weekends affect stock returns. In the first stage, Natural Language Processing (NLP) techniques are used to extract sentiment features from news headlines, including FinBERT sentiment scores...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2025-08-01
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| coleção: | Computation |
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| Acesso em linha: | https://www.mdpi.com/2079-3197/13/8/201 |
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