In this paper we present a model which can be used to evaluate the performance of mutual funds. This model applies an operational research methodology, called data envelopment analysis (DEA), which allows to measure the relative efficiency of decision making units. This approach allows to define...

Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which...