Comparative Analysis of NLP Approaches for Earnings Calls

This research paper compares popular NLP approaches in the investment industry: Machine Learning, FinBERT, Loughran McDonald. Download the white paper to explore the nuances of each approach and get performance and correlations of each for the past 10 years. Additionally, see how these have performed historically vs. traditional investment factors (Value, Profitability, Quality, Momentum and Growth).

*Sentiment derived from FactSet XML Transcripts

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