Overview of quantitative news interpretation methods applied in financial market predictions
Periodica Polytechnica Social and Management Sciences
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Title |
Overview of quantitative news interpretation methods applied in financial market predictions
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Creator |
Vázsonyi, Miklós
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Subject |
quantitative news interpretation; statistical machine learning; financial market prediction.
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Description |
This paper describes currently known methods of quantitative news interpretation applied in financial market predictions. Brief summaries are made regarding all the listed methods of automatic news interpretation, some commercial applications are mentioned and finally a conclusion is drawn about the usability and prospects of quantitative news analysis with statistical machine learning methods. The aim of this paper is to provide an overview on the related research activities performed so far and explore further research directions to improve the predictive capability of currently known methods.
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Publisher |
Budapest University of Technology and Economics
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Date |
2009-01-01
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Type |
info:eu-repo/semantics/article
Peer-reviewed Article info:eu-repo/semantics/publishedVersion |
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Format |
application/pdf
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Identifier |
http://www.periodicapolytechnica.org/so/article/view/1599
10.3311/pp.so.2009-1.02 |
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Source |
Periodica Polytechnica Social and Management Sciences; Vol. 17, No. 1 (2009); 17-29
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Language |
eng
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Relation |
http://www.periodicapolytechnica.org/so/article/view/1599/917
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Rights |
Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access). As soon as the paper is accepted, finally submitted and edited, the npaper will appear in the "OnlineFirst" page of the journal, thus from this point no other internet-based publication is necessary
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