Analysis of how underlying topics in financial news affect stock prices using latent dirichlet allocation

Proceedings of the Annual Hawaii International Conference on System Sciences

Volumn 2016-March, Issue , 2016, Pages 1072-1081

  Feuerriegel, Stefan ^a   Ratku, Antal ^a   Neumann, Dirk ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; DATA MINING; FINANCE; PRESSES (MACHINE TOOLS); PUBLIC RELATIONS; STATISTICS;

ABNORMAL RETURNS; FINANCIAL NEWS; GERMAN MARKETS; LATENT DIRICHLET ALLOCATION; MARKET PARTICIPANTS; MARKET RETURNS; NEWS SOURCES; PRESS RELEASE;

FINANCIAL MARKETS;

EID: 84975505539     PISSN: 15301605     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/HICSS.2016.137     Document Type: Conference Paper

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