Open access
Jul 2026
A multi-objective portfolio optimization model incorporating sentiment analysis of quarterly reports and LSTM-based price prediction
This work proposes an innovative three-stage approach to constructing stock portfolios that incorporates risk, return, and sentiment-derived trend features, and solves this model using the Weighted Goal Programming (WGP) method.
Esmaeil Taheripour, Seyed Jafar Sadjadi, Babak Amiri
· PLoS ONE · 0 citations