Master thesis: performance evaluation of a LSTM model from the Qlib repository developed by Microsoft and a modified LSTM model that includes a sentiment analysis feature calculated with BERT on tweets related to general financial news. Can the sentiment feature improve expected annual return and risk of an investment portfolio?
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Master thesis: performance evaluation of a LSTM model from the Qlib repository developed by Microsoft and a modified LSTM model that includes a sentiment analysis feature calculated with BERT on tweets related to general financial news. Can the sentiment feature improve expected annual return and risk of an investment portfolio?
cmaffi4/Quantum-investment-strategies-LSTM-based-Sentiment-Analysis-for-portfolio-prediction
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Master thesis: performance evaluation of a LSTM model from the Qlib repository developed by Microsoft and a modified LSTM model that includes a sentiment analysis feature calculated with BERT on tweets related to general financial news. Can the sentiment feature improve expected annual return and risk of an investment portfolio?
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