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.
