Predicting the impact on Stock Market with Current Trade Tariff Announcements
“Results show that specific FinBERT dimensions-particularly finbert_59-consistently contribute to return prediction across companies.”
AssetEquitiesETFs
StrategyNews sentimentmachine learning
TechniqueLarge language modelconvolutional network
FrequencyIntraday
Also stated: Text and news, out-of-sample test, universe of 14 firms
Missing from abstract: benchmark, costs, multiple testing
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The paper's neighbourhoodNews sentiment and text signals by year
FamilyNews sentiment and text signals148Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 854
AssetEquities97
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