메뉴 건너뛰기




Volumn , Issue , 2012, Pages

Web mining for financial market prediction based on online sentiments

Author keywords

Financial market; Prediction; Sentiment analysis; Statistical learning theory; Web mining

Indexed keywords

COMMERCE; DATA MINING; FINANCE; FORECASTING; PUBLIC RELATIONS; SOCIAL NETWORKING (ONLINE); STOCHASTIC SYSTEMS;

EID: 84928199502     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (10)

References (28)
  • 1
    • 60249089841 scopus 로고    scopus 로고
    • Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul stock exchange
    • Bildirici, M. and Ersin, O.O. (2009). Improving forecasts of GARCH family models with the artificial neural networks: an application to the daily returns in Istanbul stock exchange. Expert Systems with Applications, 36, 7355-7362.
    • (2009) Expert Systems with Applications , vol.36 , pp. 7355-7362
    • Bildirici, M.1    Ersin, O.O.2
  • 3
    • 80053995894 scopus 로고    scopus 로고
    • Twitter mood as a stock market predictor
    • Bollen, J. and Mao, H. (2011). Twitter mood as a stock market predictor. IEEE Computer, 91-94.
    • (2011) IEEE Computer , pp. 91-94
    • Bollen, J.1    Mao, H.2
  • 4
    • 13544258711 scopus 로고    scopus 로고
    • A comparison between Fama and French's model and artificialneural networks in predicting the Chinese stock market
    • Cao, Q., Leggio, K.B. and Schniederjans, M.J. (2005). A comparison between Fama and French's model and artificialneural networks in predicting the Chinese stock market. Computers and Operations Research, 32, 2499-2512.
    • (2005) Computers and Operations Research , vol.32 , pp. 2499-2512
    • Cao, Q.1    Leggio, K.B.2    Schniederjans, M.J.3
  • 5
    • 80455174685 scopus 로고    scopus 로고
    • A text-based decision support system for financial sequence prediction
    • Chan, S.W.K. and Franklin, J. (2011). A text-based decision support system for financial sequence prediction. Decision Support Systems, 52(1), 189-198.
    • (2011) Decision Support Systems , vol.52 , Issue.1 , pp. 189-198
    • Chan, S.W.K.1    Franklin, J.2
  • 6
    • 56349084789 scopus 로고    scopus 로고
    • Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm
    • Chiu, D.Y. and Chen, P.J. (2009). Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm. Expert Systems with Applications, 36, 1240-1248.
    • (2009) Expert Systems with Applications , vol.36 , pp. 1240-1248
    • Chiu, D.Y.1    Chen, P.J.2
  • 8
    • 38549141929 scopus 로고    scopus 로고
    • Yahoo! for Amazon: Sentiment extraction from small talk on the web
    • Das, S.R. and Chen, M.Y. (2007). Yahoo! for Amazon: sentiment extraction from small talk on the web. Management Science, 53(9), 1375-1388.
    • (2007) Management Science , vol.53 , Issue.9 , pp. 1375-1388
    • Das, S.R.1    Chen, M.Y.2
  • 9
    • 79959920299 scopus 로고    scopus 로고
    • A hybrid procedure for stock price prediction by integrating self-organizing mapand genetic programming
    • Hsu, C.M. (2011). A hybrid procedure for stock price prediction by integrating self-organizing mapand genetic programming. Expert Systems with Applications, 38(11), 14026-14036.
    • (2011) Expert Systems with Applications , vol.38 , Issue.11 , pp. 14026-14036
    • Hsu, C.M.1
  • 10
    • 67349265623 scopus 로고    scopus 로고
    • A fuzzy GARCH model applied to stock market scenario using a genetic algorithm
    • Hung, J.C. (2009). A fuzzy GARCH model applied to stock market scenario using a genetic algorithm. Expert Systems with Applications, 36, 11710-11717.
    • (2009) Expert Systems with Applications , vol.36 , pp. 11710-11717
    • Hung, J.C.1
  • 12
    • 2442591660 scopus 로고    scopus 로고
    • IJADE stock advisor: An intelligent agent based stock prediction system using hybrid RBF recurrent network
    • Lee, R.S.T. (2004). IJADE stock advisor: an intelligent agent based stock prediction system using hybrid RBF recurrent network.IEEE Trans. System, Man, and Cybernetics - Part A, Systems and Humans, 34(3), 421-428.
    • (2004) IEEE Trans. System, Man, and Cybernetics - Part A, Systems and Humans , vol.34 , Issue.3 , pp. 421-428
    • Lee, R.S.T.1
  • 14
    • 70349464843 scopus 로고    scopus 로고
    • Forecasting model of global stock index by stochastic time effective neural network
    • Liao, Z. and Wang, J. (2010). Forecasting model of global stock index by stochastic time effective neural network. Expert Systems with Applications, 37, 834-841.
    • (2010) Expert Systems with Applications , vol.37 , pp. 834-841
    • Liao, Z.1    Wang, J.2
  • 15
    • 64949130686 scopus 로고    scopus 로고
    • Financial time series forecasting using independent component analysis and support vector regression
    • Lu, C.J., Lee, T.S., Chiu, C.C. (2009). Financial time series forecasting using independent component analysis and support vector regression. Decision Support Systems, 47(2), 115-125.
    • (2009) Decision Support Systems , vol.47 , Issue.2 , pp. 115-125
    • Lu, C.J.1    Lee, T.S.2    Chiu, C.C.3
  • 18
    • 0041883740 scopus 로고    scopus 로고
    • Neural network forecasts of Canadian stock returns using accounting ratios
    • Olson, D. and Mossman, C. (2003). Neural network forecasts of Canadian stock returns using accounting ratios. International Journal of Forecasting, 19, 453-465.
    • (2003) International Journal of Forecasting , vol.19 , pp. 453-465
    • Olson, D.1    Mossman, C.2
  • 19
    • 0035391019 scopus 로고    scopus 로고
    • Forecasting volatility with neural regression: A contribution to model adequacy
    • Refense, A.P.N. and Holt, W.T. (2001). Forecasting volatility with neural regression: a contribution to model adequacy. IEEE Trans. Neural Networks, 12(4), 850-864.
    • (2001) IEEE Trans. Neural Networks , vol.12 , Issue.4 , pp. 850-864
    • Refense, A.P.N.1    Holt, W.T.2
  • 21
    • 67650269424 scopus 로고    scopus 로고
    • A quantitative stock prediction system based on financial news
    • Schumaker, R.P. and Chen, H. (2009). A quantitative stock prediction system based on financial news. Information Processing and Management, 45, 571-583.
    • (2009) Information Processing and Management , vol.45 , pp. 571-583
    • Schumaker, R.P.1    Chen, H.2
  • 22
    • 76649099181 scopus 로고    scopus 로고
    • A discrete stock price prediction engine based on financial news
    • Schumaker, R.P. and Chen, H. (2010). A discrete stock price prediction engine based on financial news. IEEE Computer, 51-56.
    • (2010) IEEE Computer , pp. 51-56
    • Schumaker, R.P.1    Chen, H.2
  • 26
    • 0036131678 scopus 로고    scopus 로고
    • Predicting stock price using fuzzy grey prediction system
    • Wang, Y.F. (2002). Predicting stock price using fuzzy grey prediction system. Expert Systems with Applications, 22, 33-39.
    • (2002) Expert Systems with Applications , vol.22 , pp. 33-39
    • Wang, Y.F.1
  • 27
    • 84862752102 scopus 로고    scopus 로고
    • A neural network-based ensemble forecasting method for financial market prediction
    • Xu, W., Zuo, M., Zhang, M. and He, R. (2011). A neural network-based ensemble forecasting method for financial market prediction. International Journal of Advanced Mechatronic Systems, 3(4), 259-267.
    • (2011) International Journal of Advanced Mechatronic Systems , vol.3 , Issue.4 , pp. 259-267
    • Xu, W.1    Zuo, M.2    Zhang, M.3    He, R.4
  • 28
    • 59749093654 scopus 로고    scopus 로고
    • Evolving least squares support vector machines for stock market trend mining
    • Yu, L., Chen, H., Wang, S. and Lai, K.K. (2009). Evolving least squares support vector machines for stock market trend mining. IEEE Trans. Evolutionary Computation, 13(1), 87-102.
    • (2009) IEEE Trans. Evolutionary Computation , vol.13 , Issue.1 , pp. 87-102
    • Yu, L.1    Chen, H.2    Wang, S.3    Lai, K.K.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.