Impacts of internet stock news on stock markets based on neural networks

Authors:
Xun Liang
Affiliations:
Institute of Computer Science and Technology, Peking University, Beijing, China and Department of Management Science, Stanford University, Palo Alto, CA
Venue:
ISNN'05 Proceedings of the Second international conference on Advances in neural networks - Volume Part II
Year:
2005

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Abstract

The research of impacts between the Internet stock news (ISN) and the stock price movements emerges with the era of the popular usage of the Internet. In this paper, first, the ISN is empirically related to the stock returns based on the neural networks. Second, the relationship between the significant increases of the ISN volume and the significant changes of stock prices is addressed, also implemented by neural networks. Experiments demonstrate the probable relations, hinted by the neural networks. The results are helpful in probing the microstructure of the stock markets.