Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model? (Q4619505)
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scientific article; zbMATH DE number 7013626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model? |
scientific article; zbMATH DE number 7013626 |
Statements
Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model? (English)
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6 February 2019
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link mining
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social network
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machine learning
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boosting
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text analysis
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portfolio optimization
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black-litterman model
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