Intelligent asset allocation via market sentiment views

The sentiment index of market participants has been extensively used for stock market prediction in recent years. Many financial information vendors also provide it as a service. However, utilizing market sentiment under the asset allocation framework has been rarely discussed. In this article, we i...

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Main Authors: Xing, Frank Z., Cambria, Erik, Welsch, Roy E.
其他作者: School of Computer Science and Engineering
格式: Article
語言:English
出版: 2020
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在線閱讀:https://hdl.handle.net/10356/140388
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機構: Nanyang Technological University
語言: English