메뉴 건너뛰기




Volumn 55, Issue 3, 2013, Pages 685-697

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

Author keywords

Decision support; Financial news; Stock price prediction; Text mining

Indexed keywords

CLASSIFICATION ACCURACY; DECISION SUPPORTS; FINANCIAL NEWS; MACHINE LEARNING APPROACHES; ROBUST FEATURE SELECTION; STOCK PRICE PREDICTION; TEXT MINING; TEXTUAL INFORMATION;

EID: 84878359983     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2013.02.006     Document Type: Article
Times cited : (296)

References (32)
  • 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 Journal of Finance 59 3 2004 1259 1294
    • (2004) Journal of Finance , vol.59 , Issue.3 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 2
    • 27144489164 scopus 로고    scopus 로고
    • A tutorial on support vector machines for pattern recognition
    • C. Burges A tutorial on support vector machines for pattern recognition Data Mining and Knowledge Discovery 2 1998 121 167
    • (1998) Data Mining and Knowledge Discovery , vol.2 , pp. 121-167
    • Burges, C.1
  • 3
    • 69849093736 scopus 로고    scopus 로고
    • Financial forecasting using character N-Gram analysis and readability scores of annual reports
    • M. Butler, and V. Keselj Financial forecasting using character N-Gram analysis and readability scores of annual reports Advances in AI 2009
    • (2009) Advances in AI
    • Butler, M.1    Keselj, V.2
  • 5
    • 34247558132 scopus 로고    scopus 로고
    • Preventing over-fitting during model selection via Bayesian regularisation of the hyper-parameters
    • G.C. Cawley, and N.L. Talbot Preventing over-fitting during model selection via Bayesian regularisation of the hyper-parameters Journal of Machine Learning Research 8 2007 841 861
    • (2007) Journal of Machine Learning Research , vol.8 , pp. 841-861
    • Cawley, G.C.1    Talbot, N.L.2
  • 6
    • 38649103134 scopus 로고    scopus 로고
    • Improving customer complaint management by automatic email classification using linguistic style features as predictors
    • K. Coussement, and D. Van den Poel Improving customer complaint management by automatic email classification using linguistic style features as predictors Decision Support Systems 44 2008 870 882
    • (2008) Decision Support Systems , vol.44 , pp. 870-882
    • Coussement, K.1    Van Den Poel, D.2
  • 7
    • 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 September 2007 1375 1388
    • (2007) Management Science , vol.53 , Issue.9 , pp. 1375-1388
    • Das, S.R.1    Chen, M.Y.2
  • 8
    • 2942731012 scopus 로고    scopus 로고
    • An extensive empirical study of feature selection metrics for text classification
    • G. Forman An extensive empirical study of feature selection metrics for text classification Journal of Machine Learning Research 3 2003 1289 1305
    • (2003) Journal of Machine Learning Research , vol.3 , pp. 1289-1305
    • Forman, G.1
  • 11
    • 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 2011 680 691
    • (2011) Decision Support Systems , vol.50 , pp. 680-691
    • Groth, S.S.1    Muntermann, J.2
  • 14
  • 15
    • 84860579182 scopus 로고    scopus 로고
    • Textual analysis of corporate disclosures: A survey of the literature
    • F. Li Textual analysis of corporate disclosures: a survey of the literature Journal of Accounting Literature 29 2010 143 165
    • (2010) Journal of Accounting Literature , vol.29 , pp. 143-165
    • Li, F.1
  • 16
    • 78649432874 scopus 로고    scopus 로고
    • The information content of forward-looking statements in corporate filings - A naïve Bayesian machine learning approach
    • F. Li The information content of forward-looking statements in corporate filings - a naïve Bayesian machine learning approach Journal of Accounting Research 48 5 2010 49 102
    • (2010) Journal of Accounting Research , vol.48 , Issue.5 , pp. 49-102
    • Li, F.1
  • 17
    • 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 Journal of Finance 66 2011 35 65
    • (2011) Journal of Finance , vol.66 , pp. 35-65
    • Loughran, T.1    McDonald, B.2
  • 21
    • 84948481845 scopus 로고
    • An algorithm for suffix stripping
    • M.F. Porter An algorithm for suffix stripping Program 14 3 1980 130 137
    • (1980) Program , vol.14 , Issue.3 , pp. 130-137
    • Porter, M.F.1
  • 24
    • 67649304832 scopus 로고    scopus 로고
    • Textual analysis of stock market prediction using breaking financial news: The AZFin text system
    • R.P. Schumaker, and H. Chen Textual analysis of stock market prediction using breaking financial news: the AZFin text system ACM Transactions on Information Systems 27 2 2009
    • (2009) ACM Transactions on Information Systems , vol.27 , Issue.2
    • Schumaker, R.P.1    Chen, H.2
  • 26
    • 84955721828 scopus 로고    scopus 로고
    • The impact of order size on stock liquidity - A representative study
    • (Available at SSRN:)
    • S. Stange, and C. Kaserer The impact of order size on stock liquidity - a representative study CEFS Working Paper No. 2008-9 2008 (Available at SSRN: http://ssrn.com/abstract=1292304)
    • (2008) CEFS Working Paper No. 2008-9
    • Stange, S.1    Kaserer, C.2
  • 27
    • 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 Journal of Finance 62 2007 1139 1168
    • (2007) Journal of Finance , vol.62 , pp. 1139-1168
    • Tetlock, P.C.1
  • 29
    • 79954558497 scopus 로고    scopus 로고
    • All the news that's fit to reprint: Do investors react to stale information?
    • P.C. Tetlock All the news that's fit to reprint: do investors react to stale information? The Review of Financial Studies 24 5 2011 1481 1512
    • (2011) The Review of Financial Studies , vol.24 , Issue.5 , pp. 1481-1512
    • Tetlock, P.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.