Sentiment works in small-cap stocks: Japanese stock’s sentiment with language models
We calculate sentiment from the Japanese Company Handbook, which contains a compact overview of Japanese companies’ business situation and financial data, using multiple methods, including large language models. Language models such as BERT and ChatGPT are advancing the application of natural langua...
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Main Authors: | Masahiro Suzuki, Yasushi Ishikawa, Masayuki Teraguchi, Hiroki Sakaji |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2025-06-01
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Series: | International Journal of Information Management Data Insights |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2667096824001071 |
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