Hitoshi Iwasaki

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

Block S16, Level 7

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Singapore

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Scholarly Papers (1)

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Topic Sentiment Asset Pricing with DNN Supervised Learning

Number of pages: 54 Posted: 20 Aug 2018 Last Revised: 23 Sep 2018
Hitoshi Iwasaki and Ying Chen
National University of Singapore (NUS) - Department of Statistics and Applied Probability and National University of Singapore
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Abstract:

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Sentiment Analysis; Asset Pricing; Portfolio construction