An integrated node transformer and BERT sentiment model reports 0.80% MAPE for one-day stock predictions on 20 S&P 500 stocks, beating ARIMA and LSTM baselines.
Efficient capital markets: A review of theory and empirical work
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
AEGIS is a hierarchical optimization framework that uses volatility-adjusted momentum and minimax correlation to generate asymmetric alpha with reduced drawdowns in backtests.
citing papers explorer
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Taming the Black Swan: A Momentum-Gated Hierarchical Optimisation Framework for Asymmetric Alpha Generation
AEGIS is a hierarchical optimization framework that uses volatility-adjusted momentum and minimax correlation to generate asymmetric alpha with reduced drawdowns in backtests.