Project

The role of multimodal sentiment in investment analysis.

Code
01N15719
Duration
01 January 2020 → 31 October 2024
Funding
Regional and community funding: Special Research Fund
Promotor
Research disciplines
  • Social sciences
    • Financial economics
    • Econometric modelling
Keywords
Econometrics finance decision analysis
 
Project description

Sentiment of financial-economic decision makers can have a large impact on the investment decision, and the subsequent payoff of that decision. This project investigates the value added of multimodal sentiment analysis for the improvement of investment decisions and the ex-post attribution of the investment performance. We also investigate the interplay between the dynamics of aggregated sentiment, the prices of financial assets and macro-economic indicators.