Interpreting Investor Sentiment with Regional Variation
Stuart School of Business research presentation by: Associate Professor of Finance Ricky Cooper, Associate Professor of Finance Benjamin E. Van Vliet, and Gabriel Baranes
Interpreting Investor Sentiment with Regional Variation
- Associate Professor of Finance Ricky Cooper
- Associate Professor of Finance Benjamin E. Van Vliet
- Gabriel Baranes
Abstract:
The use of advanced machine learning techniques in stock forecasting is a new exercise when applied to natural language forecasting. In this study, which is still in the early stages, we develop a technique using BERT methodology recently developed by Google to examine the difference in natural language sentiment forecasting between stocks listed and thus discussed extensively in more than one country. This research is additionally interesting because it began life as a student research project.
All Illinois Tech faculty, students, and staff are invited to attend.
The Friday Research Presentations series showcases ongoing academic research projects conducted by Stuart School of Business faculty and students, as well as guest presentations by Illinois Tech colleagues, business professionals, and faculty from other leading business schools.