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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| 主要作者: | |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2025
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/184398 |
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