A Novel Approach to Portfolio Construction: An Application of FinBERT Sentiment Analysis and Credibilistic CVaR Criterion

A Novel Approach to Portfolio Construction: An Application of FinBERT Sentiment Analysis and Credibilistic CVaR Criterion

Portfolio optimization continues to be a complex and challenging task within the fields of finance and management. Two critical factors that can improve the performance of traditional models are incorporating the effects of both financial and operational performance of companies and addressing the i...

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Bibliographic Details
Main Authors: Esmaeil Taheripour, Seyed Jafar Sadjadi, Babak Amiri
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Portfolio optimization
sentiment analysis
FinBERT
fuzzy set theory
credibility theory
transaction costs
Online Access:https://ieeexplore.ieee.org/document/10977954/
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