Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez. Stress Index Strategy Enhanced with Financial News Sentiment Analysis for the Equity Markets. In Mattia Cerrato, Danguole Kalinauskaite, Mantas Lukosevicius, Mykola Pechenizkiy, Kristina Sutiene, editors, Machine Learning and Principles and Practice of Knowledge Discovery in Databases - International Workshops of ECML PKDD 2024, Vilnius, Lithuania, September 9-13, 2024, Revised Selected Papers, Part IV. Volume 2561 of Communications in Computer and Information Science, pages 61-76, Springer, 2024. [doi]
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