3 papers
Backtesting Sentiment Signals for Trading: Evaluating the Viability of Alpha Generation from Sentiment Analysis
Elvys Linhares Pontes, Carlos-Emiliano González-Gallardo, Georgeta Bordea +4
Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-d…
L3iTC at the FinLLM Challenge Task: Quantization for Financial Text Classification & Summarization
Elvys Linhares Pontes, Carlos-Emiliano González-Gallardo, Mohamed Benjannet +2
This article details our participation (L3iTC) in the FinLLM Challenge Task 2024, focusing on two key areas: Task 1, financial text classification, and Task 2, financial text summa…
Forecasting Four Business Cycle Phases Using Machine Learning: A Case Study of US and EuroZone
Elvys Linhares Pontes, Mohamed Benjannet, Raymond Yung
Understanding the business cycle is crucial for building economic stability, guiding business planning, and informing investment decisions. The business cycle refers to the recurri…