A hierarchical RL portfolio optimizer using FinBERT sentiment and market indicators reports 26% annualized return and Sharpe 1.2 on a 2018-2024 backtest, beating equal-weight and S&P 500 benchmarks.
Senti- ment analysis and its impact on financial markets: A com- prehensive review.Review of Quantitative Finance and Accounting, 56(2):345–372,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PM 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
A hierarchical RL portfolio optimizer using FinBERT sentiment and market indicators reports 26% annualized return and Sharpe 1.2 on a 2018-2024 backtest, beating equal-weight and S&P 500 benchmarks.