We develop a sentiment-aware portfolio optimization model and integrate Ant Colony N Optimization (ACO) into the Mamba neural architecture. Our model adapts to nonlinear dynamics, and it is based on a RuBERT sentiment factor and inflation-adjusted returns. Empirical analysis shows improved risk-return efficiency over Ordinary Least Squares regression model (OLS) and the Sequential Least Squares Programming (SLSQP) under structural volatility and uncertainty.
Original languageEnglish
Article number108662
JournalFinance Research Letters
Volume86
DOIs
StatePublished - 1 Dec 2025

    Research areas

  • ACO, Emerging Markets, Investor sentiment, Mamba neural network, Portfolio Optimization

ID: 143459169