Quantitatively, we assess this research question by comparing the performance of a portfolio that uses the COP approach and incorporates sentiment with one that neglects sentiment information.
At Standard & Poor's, the agency is considering both increasing the frequency of rating changes as well as how to "incorporate market sentiment into the surveillance process," said Clifford Griep, chief credit officer at the agency, which is a division of McGraw-Hill.
The following section describes the COP method used to incorporate investor sentiment into portfolio optimization.
If you have loved ones in other cities, or if you simply dream of visiting faraway places, incorporate the sentiment into your living room wall decor by hanging several simple analog clocks in a straight line above your sofa.
In one unusual number incorporating diverse sentiments, Guido sings of Gemma's plight while the chorus, ignoring him, eagerly reacts to news of French victories led by Joan of Arc.
This semantic search is able to parse and incorporate, for example, sentiment about how useful an app has been and where it's been used, or when it has been slammed by consumers.
To show this we modify the expertʼs utility function to incorporate a guilt sentiment a là Battigalli and Dufwenberg (2007).
But Mr. Jacobs has never been a designer whose style incorporates great displays of sentiment or feeling.
Risks (albeit low) of a default of the US debt are partially incorporated in the current sentiment survey and we expect a technical correction to materialise once a final (or temporary) deal is found in Washington DC.
The sentiment is incorporated into the analysis, but the sentiment is not itself a dispositional property.
