Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models

Rei Taguchi, Hikaru Watanabe, Hiroki Sakaji, Kiyoshi Izumi, Kenji Hiramatsu. Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models. Frontiers Artif. Intell., 5:865950, 2022. [doi]

Abstract

Abstract is missing.