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Constructing Sentiment Signal-Based Asset Allocation Method with Causality Information

Published Online: 2023-09-11

Published Print: 2023-11

Authors

Taguchi, Rei https://orcid.org/0000-0003-1413-4360
Sakaji, Hiroki

Izumi, Kiyoshi

Murayama, Yuri
Funding

Funding for this research was provided by:

JST-Mirai Program (JPMJMI20B1)

The University of Tokyo
License Information

Text and Data Mining valid from 2023-09-11

Version of Record valid from 2023-09-11
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Article History

Received: 30 November 2022

Accepted: 19 August 2023

First Online: 11 September 2023

Document is current