Hitoshi Iwasaki

National University of Singapore (NUS) - Department of Statistics and Applied Probability

Block S16, Level 7

6 Science Drive 2

117546

Singapore

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Scholarly Papers (1)

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Topic Tones of Analyst Reports and Stock Returns: A Deep Learning Approach

Number of pages: 42 Posted: 20 Aug 2018 Last Revised: 28 Jul 2023
Hitoshi Iwasaki, Ying Chen and Jun Tu
National University of Singapore (NUS) - Department of Statistics and Applied Probability, National University of Singapore and Singapore Management University - Lee Kong Chian School of Business
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Abstract:

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Textual Analysis; DNN Approach; Topic Tones; Information Content