Enhancing portfolio return based on market-sentiment linked topics.
Victor W. ChuFang ChenRaymond K. WongIvan HoJoe LeePublished in: BigComp (2016)
Keyphrases
- investment strategies
- market data
- decision making
- portfolio management
- sentiment analysis
- topic detection
- topic models
- stock market
- information retrieval
- financial markets
- stock exchange
- portfolio selection
- topic specific
- related topics
- opinion mining
- optimal portfolio
- sentiment classification
- stock price
- positive and negative
- latent dirichlet allocation
- user comments
- asset allocation
- sharpe ratio
- topic modeling
- diffusion model
- financial data
- investment decisions
- positive or negative
- sentence level
- text documents
- text classification
- polarity classification
- data mining