NLP + econometrics pipeline for WIG20 stocks. FinBERT sentiment analysis of Polish financial news → Granger causality tests → ARIMAX forecasting. 8.5% RMSE improvement over baseline.
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Updated
Feb 28, 2026 - Jupyter Notebook
NLP + econometrics pipeline for WIG20 stocks. FinBERT sentiment analysis of Polish financial news → Granger causality tests → ARIMAX forecasting. 8.5% RMSE improvement over baseline.
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