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(C_2:) The sentiment-based strategy outperforms the benchmark strategies in terms of most of the performance and downside risk measures in the training as well as the test period.
Overall, our results support sentiment-based models of IPO initial returns.
We use India's unique regulatory design to test sentiment-based models of IPO initial returns.
So Mr. Obama could see some improvement in his approval ratings — say, back into the mid-40s — if these sentiment-based measures snap more into line with the fundamentals.
However, I am especially wary of using sentiment-based measures like consumer confidence in elections analysis, and forecasting models that have done so have had extremely poor results when applied to real data.
Through backtesting of these strategies from 2006 to 2014, we demonstrate that our portfolio strategies produce risk-adjusted returns superior to the S&P 500 index return, the hedge fund industry average performance - HFRIEMN, and some sentiment-based approaches without learning-to-rank algorithm during the same period.
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Separately, the Nuremberg-based GfK's forward-looking gauge of consumer sentiment, based on a survey of 2,000 Germans, rose to 2.2 for December from 1.9 in November.
With Scott came new forms of regional sentiment, based on a romantic reading of history.
Otherwise, many more innocent Americans will become targets for hate by those swept up in nationalistic or militaristic sentiment based on little more than xenophobia.
And a computer program they developed found that a high percentage of those Twitter messages contained a negative sentiment, based upon key words, phrases and emoticons.
The ZEW survey of German economic sentiment, based on a poll of professional economists and analysts, rose to its highest level since June 2010.
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