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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.
Язык оригиналаанглийский
Номер статьи108662
ЖурналFinance Research Letters
Том86
DOI
СостояниеОпубликовано - 1 дек 2025

ID: 143459169