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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10977954/ |
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