The nature of statistical learning theory
The nature of statistical learning theory
Generating summaries of multiple news articles
SIGIR '95 Proceedings of the 18th annual international ACM SIGIR conference on Research and development in information retrieval
Journal of the American Society for Information Science
Fast training of support vector machines using sequential minimal optimization
Advances in kernel methods
Comparing noun phrasing techniques for use with medical digital library tools
Journal of the American Society for Information Science - Special topic issue on digital libraries: part 2
Language models for financial news recommendation
Proceedings of the ninth international conference on Information and knowledge management
Text Categorization with Suport Vector Machines: Learning with Many Relevant Features
ECML '98 Proceedings of the 10th European Conference on Machine Learning
Forecasting Intraday Stock Price Trends with Text Mining Techniques
HICSS '04 Proceedings of the Proceedings of the 37th Annual Hawaii International Conference on System Sciences (HICSS'04) - Track 3 - Volume 3
A probabilistic model for retrospective news event detection
Proceedings of the 28th annual international ACM SIGIR conference on Research and development in information retrieval
The effect of source nature and status on the subjective value of information
Journal of the American Society for Information Science and Technology
Data Mining: Practical Machine Learning Tools and Techniques, Second Edition (Morgan Kaufmann Series in Data Management Systems)
Dynamic context generation for natural language understanding: a multifaceted knowledge approach
IEEE Transactions on Systems, Man, and Cybernetics, Part A: Systems and Humans
A quantitative stock prediction system based on financial news
Information Processing and Management: an International Journal
Automatic online news monitoring and classification for syndromic surveillance
Decision Support Systems
Usefulness of sentiment analysis
ECIR'12 Proceedings of the 34th European conference on Advances in Information Retrieval
Sports knowledge management and data mining
Annual Review of Information Science and Technology
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We study the coupling of basic quantitative portfolio selectionstrategies with a financial news article prediction system,AZFinText. By varying the degrees of portfolio formation time, wefound that a hybrid system using both quantitative strategy and afull set of financial news articles performed the best. With a1-week portfolio formation period, we achieved a 20.79% tradingreturn using a Momentum strategy and a 4.54% return using aContrarian strategy over a 5-week holding period. We also foundthat trader overreaction to these events led AZFinText tocapitalize on these short-term surges in price. © 2008 WileyPeriodicals, Inc.