@article{stressindexstrategyenhancedwithfinancial,
  title = {Stress index strategy enhanced with financial news sentiment analysis for the equity markets},
  author = {Baptiste Lefort and Eric Benhamou and Jean-Jacques Ohana and David Saltiel and Beatrice Guez and Thomas Jacquot},
  year = {2024},
  eprint = {2404.00012},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2404.00012v1},
}