A quantitative stock prediction system based on financial news

Information Processing and Management

Volumn 45, Issue 5, 2009, Pages 571-583

  Schumaker, Robert P ^a   Chen, Hsinchun ^b  

^a IONA COLLEGE   (United States)

^b UNIVERSITY OF ARIZONA   (United States)

Author keywords

Knowledge management; Prediction from textual documents; Quantitative funds

Indexed keywords

ARIZONA; DIRECTIONAL ACCURACY; FINANCIAL NEWS; MACHINE LEARNING METHODS; MARKET EXPERTS; MEAN SQUARED ERROR; MUTUAL FUNDS; PREDICTION FROM TEXTUAL DOCUMENTS; PREDICTION SYSTEMS; QUANTITATIVE FUNDS; STATISTICAL TECHNIQUES; STOCK PRICE PREDICTION; TEXTUAL REPRESENTATION;

FINANCIAL DATA PROCESSING; INVESTMENTS; KNOWLEDGE MANAGEMENT; MEAN SQUARE ERROR; RESEARCH;

COMMERCE;

EID: 67650269424     PISSN: 03064573     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ipm.2009.05.001     Document Type: Article

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