2 papers
econ.GN2025
TrendFolios: A Portfolio Construction Framework for Utilizing Momentum and Trend-Following In a Multi-Asset Portfolio
Joseph Lu, Randall R Rojas, Fiona C. Yeung +1
We design a portfolio construction framework and implement an active investment strategy utilizing momentum and trend-following signals across multiple asset classes and asset clas…
stat.AP2018
News Sentiment as Leading Indicators for Recessions
Melody Y. Huang, Randall R. Rojas, Patrick D. Convery
In the following paper, we use a topic modeling algorithm and sentiment scoring methods to construct a novel metric that serves as a leading indicator in recession prediction model…