FinBERT Sentiment + Financial-Stress Portfolio Optimization

Quantitative ML · RAG-LLM · NLP · Dec 2024 – May 2025 · Finstrats Research

Quantitative machine-learning research bridging NLP and finance.

  • Built a RAG-LLM pipeline to extract sentiment signals from financial PDFs.
  • Integrated FinBERT sentiment with financial-stress and volatility metrics into quantitative strategies.
  • Contributed to portfolio-optimization research published in the Academy of Marketing Studies Journal.