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Sentiment Analysis of Smart Growth ETF by c.ynth.ia.tov.ar.un.a is a document available to read on EtoBox.
What is Sentiment Analysis of Smart Growth ETF about?
This study presents a portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management, utilizing S&P 500 stock data from 2020 to 2024. By constructing dependency networks through VAR and FEVD, the authors identify central stocks and allocate capital based on Value at Risk (VaR), achieving superior returns compared to a buy-and-hold strategy. The findings emphasize the effectiveness of combining network structures, predictive modeling, and
- Author
- c.ynth.ia.tov.ar.un.a
- Language
- EN