EDHEC

PUBLICATION

The Journal of Forecasting (2019) has just published the article “Sentiment indices and their forecasting ability” co-authored by David Mascio, PhD (2018) and Frank Fabozzi. This article is based on…
Reading time :
8 Feb 2019

The Journal of Forecasting (2019) has just published the article “Sentiment indices and their forecasting ability” co-authored by David Mascio, PhD (2018) and Frank Fabozzi. This article is based on David Mascio's research work for his doctoral thesis. Located in the USA, David  is the Founder of Della Parola Capital Management, LLC and serves as the firm’s Chief Investment Officer.  

Access the paper: https://onlinelibrary.wiley.com/doi/10.1002/for.2571 (January 2019)

David will present his research at the QuantMinds conference on May 13, 2019 in Vienna; he will discuss on the implementation of a beta optimization strategy in the presentation entitled “Forecasting Stock Market Returns using Machine Learning Model”.

Other articles you may
be interested in

03.10.2022 - EDHEC
Browse the programme of the 5th edition of the Private Markets Research Conference
6 and 7 October 2022. Conference co-organised by Dauphine-PSL, EDHEC and EPFL,…

Read more

Vote up!

You voted ‘up’

Share
03.10.2022 - EDHEC
The EDHEC Family Business Chair celebrates its 10th anniversary: discover the program of this event!
On the occasion of its 10th anniversary, the EDHEC Family Business Chair is…

Read more

Vote down!

You voted ‘down’

Share
29.09.2022 - EDHEC
QS ranks EDHEC's Global MBA eighth in the world for its return on investment
EDHEC’s Global MBA programme has once again being recognised for impact, value…

Read more

Vote up!

You voted ‘up’

Share