Research paper on NoLBERT news topics and cross-sectional stock returns released
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Research paper on NoLBERT news topics and cross-sectional stock returns released
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This arXiv paper proposes a NoLBERT encoder pre-trained only on texts from 1976 to 1995, comparing it with LDA, MiniLM, and FinBERT on 1.26 million news articles from 2012 to 2024 to predict returns of the 1000 largest U.S. stocks.
Excerpted from arXiv q-fin
Latest developments19 Oct 12:00
NoLBERT News Topics and the Cross-Section of Stock Returns: A News Text Prediction Study Avoiding Backtest Look-Ahead BiasCoverage timeline
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19 Oct
- arXiv q-finNoLBERT News Topics and the Cross-Section of Stock Returns: A News Text Prediction Study Avoiding Backtest Look-Ahead Bias
This arXiv paper proposes a NoLBERT encoder pre-trained only on texts from 1976 to 1995, comparing it with LDA, MiniLM, and FinBERT on 1.26 million news articles from 2012 to 2024 to predict returns of the 1000 largest U.S. stocks.
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