Generating domain-specific dictionaries using Bayesian learning

23rd European Conference on Information Systems, ECIS 2015

Volumn 2015-May, Issue , 2015, Pages

  Pröllochs, Nicolas ^a   Feuerriegel, Stefan ^a   Neumann, Dirk ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Bayesian Learning; Decision Support; Dictionary Generation; Financial News; News Sentiment; Variable Selection

Indexed keywords

DECISION SUPPORT SYSTEMS; INFORMATION SYSTEMS;

BAYESIAN LEARNING; DECISION SUPPORTS; FINANCIAL NEWS; NEWS SENTIMENT; VARIABLE SELECTION;

FINANCE;

EID: 85007442887     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (32)

1. Antweiler, W. and M. Z. Frank (2004). "Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards." Journal of Finance 59 (3), 1259-1294 (3).
2. Bloomfield, R. J. (2002). "The "Incomplete Revelation Hypothesis" and Financial Reporting." Accounting Horizons 16 (3), 233-243 (3).
3. Demers, E. A. and C. Vega (2010). "Soft Information in Earnings Announcements. News or Noise?" INSEAD Working Paper No. 2010/33/AC. SSRN Electronic Journal.
4. Engelberg, J. (2008). "Costly Information Processing. Evidence from Earnings Announcements." In: AFA 2009 San Francisco Meetings Paper.
5. Ensuli, A. and F. Sebastiani (2010). "SentiWordNet 3.0. An Enhanced Lexical Resource for Sentiment Analysis and Opinion Mining." In: 7th International Conference on Language Resources and Evaluation (LREC 2010). (Valletta, Malta, May 17-23, 2010). Ed. by N. Calzolari et al. Valletta, Malta: European Language Resources Assocation, pp. 2200-2204.
6. Feinerer, I., K. Hornik, and D. Meyer (2008). "Text Mining Infrastructure in R." Journal of Statistical Software 25 (5), 1-54 (5).
7. Feldman, R., S. Govindaraj, J. Livnat, and B. Segal (2008). "The Incremental Information Content of Tone Change in Management Discussion and Analysis." Working Paper. SSRN Electronic Journal.
8. Feuerriegel, S. and D. Neumann (2013). "News or Noise? How News Drives Commodity Prices." In: Proceedings of the International Conference on Information Systems (ICIS 2013). International Conference on Information Systems. (Milan, Italy, Dec. 15-18, 2013). Association for Information Systems.
9. Feuerriegel, S., A. Ratku, and D. Neumann (2015). "Which News Disclosures Matter? News Reception Compared Across Topics Extracted from the Latent Dirichlet Allocation." SSRN Electronic Journal.
10. Groth, S. S. and J. Muntermann (2011). "An intraday market risk management approach based on textual analysis." Decision Support Systems 50 (4), 680-691 (4).
11. Hanley, K. W. and G. Hoberg (2008). "Strategic Disclosure and the Pricing of Initial Public Offerings." US Securities and Exchange Commission Working Paper.
12. Hastie, T., R. Tibshirani, and J. H. Friedman (2009). The Elements of Statistical Learning. Data Mining, Inference, and Prediction. 2nd ed. Springer Series in Statistics. New York: Springer.
13. Henry, E. (2008). "Are Investors Influenced by How Earnings Press Releases are Written?" Journal of Business Communication 45 (4). Nic, 363-407 (4).
14. Jegadeesh, N. and D. Wu (2013). "Word Power. A New Approach For Content Analysis." Journal of Financial Economics 110 (3), 712-729 (3).
15. Konchitchki, Y. and D. E. O'Leary (2011). "Event Study Methodologies in Information Systems Research." International Journal of Accounting Information Systems 12 (2), 99-115 (2).
16. Li, F. (2008). "Annual Report Readability, Current Earnings, and Earnings Persistence." Journal of Accounting and Economics 45 (2-3), 221-247 (2-3).
17. Li, X., J. Shen, X. Gao, and X. Wang (2010). "Exploiting Rich Features for Detecting Hedges and their Scope." In: Proceedings of the Fourteenth Conference on Computational Natural Language Learning. Association for Computational Linguistics, pp. 78-83.
18. Loughran, T. and B. McDonald (2011). "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks." Journal of Finance 66 (1), 35-65 (1).
19. MacKinlay, A. C. (1997). "Event Studies in Economics and Finance." Journal of Economic Literature, 13-39.
20. Manning, C. D. and H. Schütze (1999). Foundations of Statistical Natural Language Processing. Cambridge, MA: MIT Press.
21. Mittermayer, M.-A. and G. F. Knolmayer (2006). "Text Mining Systems for Market Response to News. A Survey." Working Paper. SSRN Electronic Journal.
22. Muntermann, J. and A. Guettler (2007). "Intraday Stock Price Effects of Ad Hoc Disclosures. The German Case." Journal of International Financial Markets, Institutions and Money 17 (1), 1-24 (1).
23. Pang, B. and L. Lee (2008). "Opinion Mining and Sentiment Analysis." Foundations and Trends in Information Retrieval 2 (1-2), 1-135 (1-2).
24. Porter, M. F. (1980). "An Algorithm for Suffix Stripping." Program: Electronic Library and Information Systems 14 (3). Nic, 130-137 (3).
25. Pröllochs, N., S. Feuerriegel, and D. Neumann (2015). "Enhancing Sentiment Analysis of Financial News by Detecting Negation Scopes." In: 48th Hawaii International Conference on System Sciences (HICSS).
26. Salton, G., E. A. Fox, and H. Wu (1983). "Extended Boolean Information Retrieval." Communications of the ACM 26 (11), 1022-1036 (11).
27. Schumaker, R. P. and H. Chen (2009). "A Quantitative Stock Prediction System Based on Financial News." Information Processing & Management 45 (5), 571-583 (5).
28. Stone, P. J. (2002). General Inquirer Harvard-IV Dictionary. William James Hall.
29. Taddy, M. (2013). "Multinomial Inverse Regression for Text Analysis." Journal of the American Statistical Association 108 (503), 755-770 (503).
30. Tetlock, P. C. (2007). "Giving Content to Investor Sentiment. The Role of Media in the Stock Market." Journal of Finance 62 (3), 1139-1168 (3).
31. Tetlock, P. C., M. Saar-Tsechansky, and S. Macskassy (2008). "More Than Words: Quantifying Language to Measure Firms' Fundamentals." Journal of Finance 63 (3), 1437-1467 (3).
32. Tibshirani, R. (1996). "Regression Shrinkage and Selection via the Lasso." Journal of the Royal Statistical Society. Series B (Methodological), 267-288.