Rei Taguchi, Hiroki Sakaji, Kiyoshi Izumi. SSAAM: Sentiment Signal-based Asset Allocation Method with Causality Information. In Shusaku Tsumoto, Yukio Ohsawa, Lei Chen 0002, Dirk Van den Poel, Xiaohua Hu 0001, Yoichi Motomura, Takuya Takagi, Lingfei Wu, Ying Xie, Akihiro Abe, Vijay Raghavan 0001, editors, IEEE International Conference on Big Data, Big Data 2022, Osaka, Japan, December 17-20, 2022. pages 2373-2376, IEEE, 2022. [doi]
Abstract is missing.