Scanning world wide web documents with the vector space model
Decision Support Systems
AusDM '06 Proceedings of the fifth Australasian conference on Data mining and analystics - Volume 61
Journal of the American Society for Information Science and Technology
News aware volatility forecasting: is the content of news important?
AusDM '07 Proceedings of the sixth Australasian conference on Data mining and analytics - Volume 70
Combining News and Technical Indicators in Daily Stock Price Trends Prediction
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
Textual analysis of stock market prediction using breaking financial news: The AZFin text system
ACM Transactions on Information Systems (TOIS)
Mining Financial News for Major Events and Their Impacts on the Market
WI-IAT '08 Proceedings of the 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology - Volume 01
Financial Forecasting Using Character N-Gram Analysis and Readability Scores of Annual Reports
Canadian AI '09 Proceedings of the 22nd Canadian Conference on Artificial Intelligence: Advances in Artificial Intelligence
A quantitative stock prediction system based on financial news
Information Processing and Management: an International Journal
Stock Price Forecasting by Combining News Mining and Time Series Analysis
WI-IAT '09 Proceedings of the 2009 IEEE/WIC/ACM International Joint Conference on Web Intelligence and Intelligent Agent Technology - Volume 01
Predicting the short-term market reaction to asset specific news: is time against us?
PAKDD'07 Proceedings of the 2007 international conference on Emerging technologies in knowledge discovery and data mining
An intraday market risk management approach based on textual analysis
Decision Support Systems
Stock price movement prediction using representative prototypes of financial reports
ACM Transactions on Management Information Systems (TMIS)
A neuro-evolutionary approach to intraday financial modeling
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
Evaluating sentiment in financial news articles
Decision Support Systems
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In this paper we describe NewsCATS (News Categorization and Trading System), a system implemented to predict stock price trends for the time immediately after the publication of press releases. NewsCATS consists mainly of three components. The first component retrieves relevant information from press releases through the application of text preprocessing techniques. The second component sorts the press releases into predefined categories. Finally, appropriate trading strategies are derived by the third component by means of the earlier categorization.The findings indicate that a categorization of press releases is able to provide additionalinformation that can be used to forecast stock price trends, but that an adequate trading strategy is essential for the results of the categorization to be fully exploited.