Constructing Sentiment Signal-Based Asset Allocation Method with Causality Information
Crossref DOI link: https://doi.org/10.1007/s00354-023-00231-4
Published Online: 2023-09-11
Published Print: 2023-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Taguchi, Rei http://orcid.org/0000-0003-1413-4360
Sakaji, Hiroki
Izumi, Kiyoshi
Murayama, Yuri
Funding for this research was provided by:
JST-Mirai Program (JPMJMI20B1)
The University of Tokyo
Text and Data Mining valid from 2023-09-11
Version of Record valid from 2023-09-11
Article History
Received: 30 November 2022
Accepted: 19 August 2023
First Online: 11 September 2023