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BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model

Francesco Colasanto, Luca Grilli 0003, Domenico Santoro, Giovanni Villani. BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model. Neural Computing and Applications, 34(20):17507-17521, 2022. [doi]

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