Papers by Nikolas Breitkopf
Automatic Domain Adaptation Outperforms Manual Domain Adaptation for Predicting Financial Outcomes (P19-1)
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| Challenge: | In this paper, we automatically create sentiment dictionaries for predicting financial outcomes excess return and volatility. |
| Approach: | They propose to automatically adapt a domain-general dictionary to a financial domain and then manually adapt it to dictionaries for the finance domain. |
| Outcome: | The proposed dictionary outperforms the previous state of the art in predicting financial variables excess return and volatility. |