메뉴 건너뛰기




Volumn , Issue , 2012, Pages 1050-1059

"Boom" or "ruin" - Does it make a difference? Using text mining and sentiment analysis to support intraday investment decisions

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; DECISION MAKING; FINANCIAL MARKETS; FORECASTING; INVESTMENTS; NATURAL LANGUAGE PROCESSING SYSTEMS;

EID: 84857953730     PISSN: 15301605     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HICSS.2012.2     Document Type: Conference Paper
Times cited : (18)

References (36)
  • 1
    • 2942746458 scopus 로고    scopus 로고
    • Is all that talk just noise? the information content of internet stock message boards
    • W. Antweiler and M. Z. Frank, "Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards", The Journal of Finance (59, 3), 2004, pp. 1259-1294.
    • (2004) The Journal of Finance , vol.59 , Issue.3 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 2
    • 0028461417 scopus 로고
    • Automated learning of decision rules for text categorization
    • C. Apté F. Damerau, and S. M. Weiss, "Automated learning of decision rules for text categorization", ACM Transactions on Information Systems (12, 3), 1994, pp. 233-251.
    • (1994) ACM Transactions on Information Systems , vol.12 , Issue.3 , pp. 233-251
    • Apté, C.1    Damerau, F.2    Weiss, S.M.3
  • 4
    • 0347530051 scopus 로고    scopus 로고
    • Investor sentiment and the near-term stock market
    • G. W. Brown and M. T. Cliff, "Investor sentiment and the near-term stock market", Journal of Empirical Finance (11, 1), 2004, pp. 1-27.
    • (2004) Journal of Empirical Finance , vol.11 , Issue.1 , pp. 1-27
    • Brown, G.W.1    Cliff, M.T.2
  • 5
    • 36249013642 scopus 로고    scopus 로고
    • A machine learning approach to web page filtering using content and structure analysis
    • M. Chau and H. Chen, "A machine learning approach to web page filtering using content and structure analysis", Decision Support Systems (44, 2), 2008, pp. 482-494.
    • (2008) Decision Support Systems , vol.44 , Issue.2 , pp. 482-494
    • Chau, M.1    Chen, H.2
  • 6
    • 38549141929 scopus 로고    scopus 로고
    • Yahoo! for amazon: Sentiment extraction from small talk on the web
    • S. R. Das and M. Y. Chen, "Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web", Management Science (53, 9), 2007, pp. 1375-1388.
    • (2007) Management Science , vol.53 , Issue.9 , pp. 1375-1388
    • Das, S.R.1    Chen, M.Y.2
  • 7
    • 37349049764 scopus 로고    scopus 로고
    • Seeding the survey and analysis of research literature with text mining
    • D. Delen and M. D. Crossland, "Seeding the survey and analysis of research literature with text mining", Expert Systems with Applications (34, 3), 2008, pp. 1707-1720.
    • (2008) Expert Systems with Applications , vol.34 , Issue.3 , pp. 1707-1720
    • Delen, D.1    Crossland, M.D.2
  • 8
    • 0004298313 scopus 로고    scopus 로고
    • Intelligent decision support methods
    • Prentice Hall, Upper Saddle River, NJ
    • V. Dhar and R. Stein, "Intelligent decision support methods. The science of knowledge work", Prentice Hall, Upper Saddle River, NJ, 1997.
    • (1997) The Science of Knowledge Work
    • Dhar, V.1    Stein, R.2
  • 9
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • E. F. Fama, "Efficient Capital Markets: A Review of Theory and Empirical Work", The Journal of Finance (25, 2), 1970, pp. 383-417.
    • (1970) The Journal of Finance , vol.25 , Issue.2 , pp. 383-417
    • Fama, E.F.1
  • 10
    • 84857959393 scopus 로고    scopus 로고
    • Predicting intraday stock returns by integrating market data and financial news reports
    • Tel-Aviv-Yafo, Israel
    • T. Geva and J. Zahavi, "Predicting Intraday Stock Returns by Integrating Market Data and Financial News Reports", Proc. of the 5th Mediterranean Conference on Information Systems, Tel-Aviv-Yafo, Israel, 2010.
    • (2010) Proc. of the 5th Mediterranean Conference on Information Systems
    • Geva, T.1    Zahavi, J.2
  • 11
    • 79151478978 scopus 로고    scopus 로고
    • Supporting investment management processes with machine learning techniques
    • Vienna, Austria
    • S. S. Groth and J. Muntermann, "Supporting Investment Management Processes with Machine Learning Techniques", Proc. of the 9th Internationale Tagung Wirtschaftsinformatik, vol. 2, Vienna, Austria, 2009, pp. 275-284.
    • (2009) Proc. of the 9th Internationale Tagung Wirtschaftsinformatik , vol.2 , pp. 275-284
    • Groth, S.S.1    Muntermann, J.2
  • 12
    • 79151477980 scopus 로고    scopus 로고
    • An intraday market risk management approach based on textual analysis
    • S. S. Groth and J. Muntermann, "An intraday market risk management approach based on textual analysis", Decision Support Systems (50, 4), 2011, pp. 680-691.
    • (2011) Decision Support Systems , vol.50 , Issue.4 , pp. 680-691
    • Groth, S.S.1    Muntermann, J.2
  • 14
    • 84957069814 scopus 로고    scopus 로고
    • Text categorization with support vector machines: Learning with many relevant features
    • Chemnitz, Germany
    • T. Joachims, "Text Categorization with Support Vector Machines: Learning with Many Relevant Features", Proc. of the 10th European Conference on Machine Learning, Chemnitz, Germany, 1998, pp. 137-142.
    • (1998) Proc. of the 10th European Conference on Machine Learning , pp. 137-142
    • Joachims, T.1
  • 15
    • 85164392958 scopus 로고
    • A study of cross-validation and bootstrap for accuracy estimation and model selection
    • Montreal, Quebec, Canada
    • R. Kohavi, "A Study of Cross-Validation and Bootstrap for Accuracy Estimation and Model Selection", Proc. of the International Joint Conference on Artificial Intelligence, Montreal, Quebec, Canada, 1995.
    • (1995) Proc. of the International Joint Conference on Artificial Intelligence
    • Kohavi, R.1
  • 16
    • 36749047332 scopus 로고    scopus 로고
    • Supervised machine learning: A review of classification techniques
    • S. B. Kotsiantis, "Supervised Machine Learning: A Review of Classification Techniques", Informatica (31, 3), 2007, pp. 249-268.
    • (2007) Informatica , vol.31 , Issue.3 , pp. 249-268
    • Kotsiantis, S.B.1
  • 18
    • 78650979144 scopus 로고    scopus 로고
    • When is a liability not a liability? Textual analysis, dictionaries, and 10- Ks
    • T. Loughran and B. McDonald, "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10- Ks", The Journal of Finance (66, 1), 2011, pp. 35-65.
    • (2011) The Journal of Finance , vol.66 , Issue.1 , pp. 35-65
    • Loughran, T.1    McDonald, B.2
  • 19
    • 0011765591 scopus 로고    scopus 로고
    • Event studies in economics and finance
    • A. C. MacKinlay, "Event Studies in Economics and Finance", Journal of Economic Literature (35, 1), 1997, pp. 13-39.
    • (1997) Journal of Economic Literature , vol.35 , Issue.1 , pp. 13-39
    • MacKinlay, A.C.1
  • 20
    • 0031510754 scopus 로고    scopus 로고
    • Event studies in management research: Theoretical and empirical issues
    • A. McWilliams and D. Siegel, "Event Studies in Management Research: Theoretical and Empirical Issues", The Academy of Management Journal (40, 3), 1997, pp. 626-657.
    • (1997) The Academy of Management Journal , vol.40 , Issue.3 , pp. 626-657
    • McWilliams, A.1    Siegel, D.2
  • 21
    • 21344478045 scopus 로고
    • The role of financial economics in securities fraud cases: Applications at the securities and exchange commission
    • M. L. Mitchell and J. M. Netter, "The Role of Financial Economics in Securities Fraud Cases: Applications at the Securities and Exchange Commission", Business Lawyer (49), 1993, p. 545.
    • (1993) Business Lawyer , Issue.49 , pp. 545
    • Mitchell, M.L.1    Netter, J.M.2
  • 28
    • 84948481845 scopus 로고
    • An algorithm for suffix stripping
    • M. Porter, "An Algorithm for Suffix Stripping", Program (14, 3), 1980, pp. 211-218.
    • (1980) Program , vol.14 , Issue.3 , pp. 211-218
    • Porter, M.1
  • 30
    • 34248193914 scopus 로고    scopus 로고
    • Giving content to investor sentiment: The role of media in the stock market
    • P. C. Tetlock, "Giving Content to Investor Sentiment: The Role of Media in the Stock Market", The Journal of Finance (62, 3), 2007, pp. 1139-1168.
    • (2007) The Journal of Finance , vol.62 , Issue.3 , pp. 1139-1168
    • Tetlock, P.C.1
  • 31
    • 43649107307 scopus 로고    scopus 로고
    • More than words: Quantifying language to measure firms' fundamentals
    • P. C. Tetlock, M. Saar-Tsechansky, and S. Macskassy, "More Than Words: Quantifying Language to Measure Firms' Fundamentals", The Journal of Finance (63, 3), 2008, pp. 1437-1467.
    • (2008) The Journal of Finance , vol.63 , Issue.3 , pp. 1437-1467
    • Tetlock, P.C.1    Saar-Tsechansky, M.2    MacSkassy, S.3
  • 36
    • 38349100109 scopus 로고    scopus 로고
    • Ontology-supported polarity mining
    • L. Zhou and P. Chaovalit, "Ontology-supported polarity mining", Journal of the ASIS&T (59, 1), 2008, pp. 98-110.
    • (2008) Journal of the ASIS&T , vol.59 , Issue.1 , pp. 98-110
    • Zhou, L.1    Chaovalit, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.