International Journal of Man-Machine Studies - Special Issue: Knowledge Acquisition for Knowledge-based Systems. Part 5
Term-weighting approaches in automatic text retrieval
Information Processing and Management: an International Journal
Introduction to the theory of neural computation
Introduction to the theory of neural computation
On the expressive power of query languages
ACM Transactions on Information Systems (TOIS)
Advances in knowledge discovery and data mining
Advances in knowledge discovery and data mining
Intelligent Systems for Finance and Business
Intelligent Systems for Finance and Business
Intelligent Hybrid Systems
Introduction to Modern Information Retrieval
Introduction to Modern Information Retrieval
Document Ranking and the Vector-Space Model
IEEE Software
IEEE Transactions on Knowledge and Data Engineering
Data-Driven Discovery of Quantitative Rules in Relational Databases
IEEE Transactions on Knowledge and Data Engineering
Knowledge Discovery from Telecommunication Network Alarm Databases
ICDE '96 Proceedings of the Twelfth International Conference on Data Engineering
Fast Algorithms for Mining Association Rules in Large Databases
VLDB '94 Proceedings of the 20th International Conference on Very Large Data Bases
Towards Real Time Discovery from Distributed Information Sources
PAKDD '98 Proceedings of the Second Pacific-Asia Conference on Research and Development in Knowledge Discovery and Data Mining
Correlating Time-Related Data Sources with Co-clustering
WISE '08 Proceedings of the 9th international conference on Web Information Systems Engineering
Concurrent design of product modules structure and global supply chain configurations
International Journal of Computer Integrated Manufacturing
Expert Systems with Applications: An International Journal
Exchange rate modelling using news articles and economic data
AI'05 Proceedings of the 18th Australian Joint conference on Advances in Artificial Intelligence
Mining market trend from blog titles based on lexical semantic similarity
CICLing'12 Proceedings of the 13th international conference on Computational Linguistics and Intelligent Text Processing - Volume Part II
Evaluating and understanding text-based stock price prediction models
Information Processing and Management: an International Journal
Hi-index | 0.00 |
We investigate how money market news headlines can be used to forecast intraday currency exchange rate movements. The innovation of the approach is that, unlike analysis based on quantifiable information, the forecasts are produced from text describing the current status of world financial markets, as well as political and general economic news. In contrast to numeric time series data textual data contains not only the effect (e.g., the dollar rises against the Deutschmark) but also the possible causes of the event (e.g., because of a weak German bond market). Hence improved predictions are expected from this richer input. The output is a categorical forecast about currency exchange rates: the dollar moves up, remains steady or goes down within the next one, two or three hours respectively. On a publicly available commercial data set the system produces results that are significantly better than random prediction. The contribution of this research is the smart modeling of the prediction problem enabling the use of content rich text for forecasting purposes.