Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT
Zhenwei Lin (The University of Tokyo), Masafumi Nakano (GCI Asset Management), Akihiko Takahashi (The University of Tokyo)
| Year of publication: |
March 2025 ; This version: March 27, 2025
|
|---|---|
| Authors: | Lin, Zhenwei ; Nakano, Masafumi ; Takahashi, Akihiko |
| Publisher: |
[Tokyo] : [CIRJE, Faculty of Economics, University of Tokyo] |
| Subject: | sentiment analysis | text mining | large language models | natural language processing | ChatGPT | Japanese stock market | TOPIX 500 | Nikkei 225 | investment | alpha creation | risk-adjusted returns | Japan | Aktienmarkt | Stock market | Text | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Emotion |
freely available
| Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
|---|---|
| Series: | CIRJE discussion papers / F series. - Tokyo : [Verlag nicht ermittelbar], ZDB-ID 2841317-9. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015371002