Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization. (arXiv:2203.05673v1 [q-fin.PM])

The fusion of public sentiment data in the form of text with stock price
prediction is a topic of increasing interest within the financial community.
However, the research literature seldom explores the application of investor
sentiment in the Portfolio Selection problem. This paper aims to unpack and
develop an enhanced understanding of the sentiment aware portfolio selection
problem. To this end, the study uses a Semantic Attention Model to predict
sentiment towards an asset. We select the optimal portfolio through …

arxiv fusion optimization portfolio predictions price