AA << develop an innovative deep neural network (DNN) supervised learning approach to extracting insightful topic sentiments from analyst reports at the sentence level and incorporating this qualitative knowledge in asset pricing and portfolio construction. >>
AA << find that topics reflecting the subjective opinions of analysts have greater impact than topics of objective facts and justification of the quantitative measures. >>
Hitoshi Iwasaki, Ying Chen. Topic Sentiment Asset Pricing with DNN Supervised Learning. SSRN e-journal (2018) doi: 10.2139/ssrn.3228485.
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3228485
Sentiment analysis for portfolio management. National University of Singapore. Apr 1, 2019.
https://m.phys.org/news/2019-04-sentiment-analysis-portfolio.html