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”.