Stock prediction: An event-driven approach based on bursty keywords

Frontiers of Computer Science in China

Volumn 3, Issue 2, 2009, Pages 145-157

  Wu, Di ^a   Fung, Gabriel Pui Cheong ^b   Yu, Jeffrey Xu ^a   Pan, Qi ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Event driven; Hidden Markov model; Trend prediction

Indexed keywords

DATA SOURCE; DECISION MAKING PROCESS; DETERMINISTIC APPROACH; DOW JONES; EVENT-DRIVEN; EVENT-DRIVEN APPROACH; MARKET INFORMATION; NEWS ARTICLES; NON-HOMOGENEOUS; REAL APPLICATIONS; SIGNIFICANT IMPACTS; STOCHASTIC PROCESS; STOCK MARKET; STOCK PRICE; TREND PREDICTION; UNIQUE FEATURES;

COSTS; DECISION MAKING; HIDDEN MARKOV MODELS; OBJECT RECOGNITION; TAXATION;

COMMERCE;

EID: 67651087191     PISSN: 16737350     EISSN: 16737466     Source Type: Journal    
DOI: 10.1007/s11704-009-0029-z     Document Type: Article

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