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]
@article{ColasantoGSV22-0,
title = {BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model},
author = {Francesco Colasanto and Luca Grilli 0003 and Domenico Santoro and Giovanni Villani},
year = {2022},
doi = {10.1007/s00521-022-07403-1},
url = {https://doi.org/10.1007/s00521-022-07403-1},
researchr = {https://researchr.org/publication/ColasantoGSV22-0},
cites = {0},
citedby = {0},
journal = {Neural Computing and Applications},
volume = {34},
number = {20},
pages = {17507-17521},
}