The role of covariates in predicting stock markets

The role of covariates in predicting stock markets

This study aims to quantify the role of sentiment as a covariate in influencing stock market regime changes. Based on quarterly snapshots of economic conditions from McKinsey for 2010 to 2020, the study makes use of FinBert, a transformer-based pre-trained model which was fine-tuned on large a...

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書目詳細資料
主要作者:	Koh, Javier Jou Rei
其他作者:	Yan Zhenzhen
格式:	Final Year Project
語言:	English
出版:	Nanyang Technological University 2025
主題:	Mathematical Sciences
在線閱讀:	https://hdl.handle.net/10356/184398
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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