作者: Jacob Sisk
DOI:
关键词: Market behavior 、 Sentiment analysis 、 Small window 、 Factoring 、 Trustworthiness 、 Volatility (finance) 、 Econometrics 、 Stock price 、 Economics 、 Derivative (finance) 、 Actuarial science
摘要: The present invention provides a method, system and software that provide predictive model responsive to the correlation of news articles stock price movement. analyzes derivative or ratio events drive predictions in manner. considers derivatives ratios meta-data within small window past relative larger items past. may use sentiment engine apply predict volatility and/or trend direction security. look content, context, weigh stories according predetermined taxonomy factoring recency, criticality, repeatedness, trustworthiness, etc. behavior. Also, be used forecast given movement an impending story release significance.