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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| Asıl Yazarlar: | , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2025-08-01
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| Seri Bilgileri: | Computation |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/2079-3197/13/8/201 |
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