Automated news reading: Stock price prediction based on financial news using context-specific features

Proceedings of the Annual Hawaii International Conference on System Sciences

Volumn , Issue , 2012, Pages 1040-1049

  Hagenau, Michael ^a   Liebmann, Michael ^a   Hedwig, Markus ^a   Neumann, Dirk ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

DATA MINING; FINANCE; FINANCIAL MARKETS; INVESTMENTS; LEARNING SYSTEMS;

CLASSIFICATION ACCURACY; INFORMATION CONTENTS; INVESTMENT DECISIONS; MACHINE LEARNING APPROACHES; RELEVANT FEATURES; ROBUST FEATURE SELECTION; STOCK PRICE PREDICTION; TEXTUAL INFORMATION;

FEATURE EXTRACTION;

EID: 84857973187     PISSN: 15301605     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HICSS.2012.129     Document Type: Conference Paper

References (18)

1. Antweiler, W., Frank, M.Z. 2004. "Is all that talk just noise? The information content of internet stock message boards", The Journal of Finance, Volume 59, Number 3, June 2004, pp. 1259-1294
2. Burges, C. 1998. "A Tutorial on Support Vector Machines for Pattern Recognition", Data Mining and Knowledge Discovery 2, pp. 121-167
3. Butler, M., Keselj, V. 2009. "Financial Forecasting using Character N-Gram Analysis and Readability Scores of Annual Reports", Advances in AI
4. Cawley, G., Talbot, N. 2007. "Preventing Over-Fitting during Model Selection via Bayesian Regularisation of the Hyper-Parameters", Journal of Machine Learning Research 8, pp.841-861
5. Forman, G, 2003. "An extensive empirical study of feature selection metrics for text classification", Journal of Machine Learning Research 3, pp. 1289-1305
6. Gidofalvi, G. & Elkan, C. 2003. "Using News Articles to Predict Stock Price Movements. Technical Report", Department of Computer Science and Engineering, University of California, San Diego
7. Groth, S., Muntermann, J. 2011. "An Intraday Risk Management Approach Based on Textual Analysis" Decision Support Systems 50, pp. 680-691
8. Joachims, T., 1998. "Text categorization with support vector machines: Learning with many relevant features", Proceedings of the European Conference on Machine Learning, Springer-Verlag.
9. Klein, D. & Manning, C.D. 2003. "Accurate Unlexicalized Parsing", Proceedings of the 41st Meeting of the Association for Computational Linguistics, pp. 423-430.
10. MacKinlay, C. A. 1997. "Event Studies in Economics and Finance", Journal of Economic Literature, S. 13-39.
11. Mittermayr, M.-A. 2004. "Forecasting Intraday Stock Price trends with Text Mining techniques", Proceedings of the 37th Annual Hawaii International Conference on System Sciences
12. Muntermann, J., Guettler, A., 2009. "Supporting Investment Management Processes with Machine Learning Techniques", 9. Internationale Tagung Wirtschaftsinformatik
13. Porter, M.F. 1980. "An Algorithm for Suffix Stripping", Program, 14(3): 130-137
14. Russell, S., Norvig, P. 2009. "Artificial Intelligence: A Modern Approach", Third Edition, Prentice Hall
15. Salton, G. & McGill, M. J. 1983. "Introduction to modern information retrieval", McGraw-Hill.
16. Schumaker, R.P., Chen, H. "Textual analysis of stock market prediction using breaking financial news: the AZFin Text System", ACM Transactions on Information Systems 27 (2) (2009).
17. Tetlock, P. C., Saar-Tsechansky, M. & Macskassy, S, 2008. "More than words: Quantifying Language to Measure Firms' Fundamentals", The Journal of Finance, Volume 63, Number 3, June 2008, pp. 1437-1467
18. Yang, Y. & Liu, X. (1999). "A Re-examination of Text Categorization Methods", Proceedings of the Twenty-Second International ACM SIGIR Conference on Research and Development in Information Retrieval (SIGIR), pages 42-49,1999.