Trading Strategies to Exploit Blog and News Sentiment

作者: Steven Skiena , Wenbin Zhang

DOI:

关键词: BusinessData miningFinancial economicsExploitFinancial analysisLong periodVolatility (finance)Sentiment analysisTrading strategyNews analyticsText mining

摘要: … favorable returns with low volatility over a long … the relationship between stock market data and linguistic media data, and to illustrate the extent to which they can contribute to the design …

参考文章(15)
Mikhail Bautin, Steven Skiena, Lohit Vijayarenu, International Sentiment Analysis for News and Blogs. international conference on weblogs and social media. ,(2008)
B. Wüthrich, D. Permunetilleke, V. Cho, J. Zhang, S. Leung, W. Lam, Daily prediction of major stock indices from textual WWW data knowledge discovery and data mining. pp. 364- 368 ,(1998)
Katia Sycara, James D. Thomas, News and trading rules Carnegie Mellon University. ,(2003)
Gabriel Pui Cheong Fung, Jeffrey Xu Yu, Wai Lam, News Sensitive Stock Trend Prediction knowledge discovery and data mining. pp. 481- 493 ,(2002) , 10.1007/3-540-47887-6_48
Levon Lloyd, Dimitrios Kechagias, Steven Skiena, Lydia: A System for Large-Scale News Analysis String Processing and Information Retrieval. pp. 161- 166 ,(2005) , 10.1007/11575832_18
Lillian Lee, Bo Pang, Opinion Mining and Sentiment Analysis ,(2008)
Steven Skiena, Namrata Godbole, Manjunath Srinivasaiah, Large-Scale Sentiment Analysis for News and Blogs international conference on weblogs and social media. ,(2007)
P. Chaovalit, L. Zhou, Movie Review Mining: a Comparison between Supervised and Unsupervised Classification Approaches hawaii international conference on system sciences. ,vol. 5, pp. 112- ,(2005) , 10.1109/HICSS.2005.445
Marc-andre Mittermayer, Gerhard Knolmayer, NewsCATS: A News Categorization and Trading System international conference on data mining. pp. 1002- 1007 ,(2006) , 10.1109/ICDM.2006.115
Bo Pang, Lillian Lee, Shivakumar Vaithyanathan, Thumbs up? Sentiment Classification using Machine Learning Techniques empirical methods in natural language processing. pp. 79- 86 ,(2002) , 10.3115/1118693.1118704