5.2k citations · 5.3k across the 8 of their papers we have counts for
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cs.CE2019
A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing
Elizabeth Fons, Paula Dawson, Jeffrey Yau +2
The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institu…
cs.CE2010★ 5.2k cited
Twitter mood predicts the stock market
Johan Bollen, Huina Mao, Xiao-Jun Zeng
Behavioral economics tells us that emotions can profoundly affect individual behavior and decision-making. Does this also apply to societies at large, i.e., can societies experienc…