Jump detection via expanding-window Z-score on SPY and BRK.B (2020-2025) + logistic regression using Loughran-McDonald NLP sentiment from 48 SEC 8-K filings. McFadden R²=0.50. VCU FIRE 691.
python nlp sentiment-analysis logistic-regression crsp loughran-mcdonald berkshire-hathaway sec-8k jump-detection
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Updated
Jun 12, 2026