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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: Pablo Kowalski Kutz, Roman N. Makarov
Format: Artigo
Sprog:Inglês
Udgivet: MDPI AG 2025-08-01
Serier:Computation
Fag:
statistical machine learning
Logistic Regression
sentiment analysis
financial news
FinBERT
forecasting stock returns
Online adgang:https://www.mdpi.com/2079-3197/13/8/201
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