Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model?
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Publication:4619505
DOI10.1080/14697688.2015.1039865zbMath1406.91406OpenAlexW1944496791MaRDI QIDQ4619505
Publication date: 6 February 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2015.1039865
portfolio optimizationsocial networkmachine learningboostingtext analysislink miningblack-litterman model
Social networks; opinion dynamics (91D30) Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)
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