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Data scientists predict stock returns with AI and online news

Data scientists predict stock returns with AI and online news
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Data scientists predict stock returns with AI and online news

Researchers have built a new, interpretable machine-learning framework that captures stock- and industry-specific information and predicts financial returns with greater accuracy than traditional models. ....

Robert Jarrow , Cornell Ann , Peter Haoxuan Wu , Liao Zhu , Bowers College Of Computing , Charlesa Alexander Professor Of Statistical Sciences , Samuel Curtis Johnson Graduate School Of Management , Based Sparse Machine Learning Models , Adaptive Asset Pricing , Data Science , Sciencein April , Martin Wells , Statistical Sciences , Information Science , Investment Management , Samuel Curtis Johnson Graduate School , News Embedding , News Sparse Encoder ,