News-based sentiment analysis in real estate: a machine learning approach

作者: Jochen Hausler , Jessica Ruscheinsky , Marcel Lang

DOI: 10.1080/09599916.2018.1551923

关键词:

摘要: … by utilising trained support vector networks. Using a vector autoregressive framework, we find … To the best of our knowledge, this is the first study to apply a machine learning approach to …

参考文章(51)
Robert P. Schumaker, Hsinchun Chen, Textual analysis of stock market prediction using breaking financial news ACM Transactions on Information Systems. ,vol. 27, pp. 1- 19 ,(2009) , 10.1145/1462198.1462204
Robert P. Schumaker, Yulei Zhang, Chun-Neng Huang, Hsinchun Chen, Evaluating sentiment in financial news articles decision support systems. ,vol. 53, pp. 458- 464 ,(2012) , 10.1016/J.DSS.2012.03.001
Prashant K. Das, Julia Freybote, Gianluca Marcato, An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market Journal of Real Estate Finance and Economics. ,vol. 51, pp. 160- 189 ,(2015) , 10.1007/S11146-014-9490-Z
Paul Gallimore, Adelaide Gray, The role of investor sentiment in property investment decisions Journal of Property Research. ,vol. 19, pp. 111- 120 ,(2002) , 10.1080/09599910110110671
Sanjiv R. Das, Mike Y. Chen, Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web Management Science. ,vol. 53, pp. 1375- 1388 ,(2007) , 10.1287/MNSC.1070.0704
Karim Rochdi, Marian Dietzel, Outperforming the benchmark: online information demand and REIT market performance Journal of Property Investment & Finance. ,vol. 33, pp. 169- 195 ,(2015) , 10.1108/JPIF-11-2014-0069
Neil Crosby, Colin Lizieri, Patrick McAllister, Means, motive and opportunity? Disentangling client influence on performance measurement appraisals Journal of Property Research. ,vol. 27, pp. 181- 201 ,(2010) , 10.1080/09599916.2010.499014
Gil Rachlin, Mark Last, Dima Alberg, Abraham Kandel, ADMIRAL: A Data Mining Based Financial Trading System computational intelligence and data mining. pp. 720- 725 ,(2007) , 10.1109/CIDM.2007.368947
Arjun Chatrath, Hong Miao, Sanjay Ramchander, Sriram Villupuram, Currency jumps, cojumps and the role of macro news Journal of International Money and Finance. ,vol. 40, pp. 42- 62 ,(2014) , 10.1016/J.JIMONFIN.2013.08.018
Paul Rozin, Edward B. Royzman, Negativity Bias, Negativity Dominance, and Contagion Personality and Social Psychology Review. ,vol. 5, pp. 296- 320 ,(2001) , 10.1207/S15327957PSPR0504_2