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20192023
most citedBERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

40 citations · 44 across the 5 of their papers we have counts for

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math.OC2020

Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems

Xin Huang, Duan Li, Daniel Zhuoyu Long

When stochastic control problems do not possess separability and/or monotonicity, the dynamic programming pioneered by Bellman in 1950s fails to work as a time-decomposition soluti…