NewsCATS: A News Categorization and Trading System
作者： Marc-andre Mittermayer , Gerhard Knolmayer
关键词:
摘要: NewsCATS is an Automated Text Categorization (ATC) prototype using a hand-made thesaurus to forecast intraday stock price trends from information contained in press releases. Due unique labeling approach and by carefully selecting the appropriate training data News- CATS achieves performance which clearly superior other ATC prototypes used for trend forecasting. In this paper we describe architecture, training, testing of as well results extensive robustness analysis.
computer.org
ieeecomputersociety.org
acm.org参考文章(17)
V. Cho, Text Processing for Classification ,(2007)
Young-Woo Seo, Joseph Giampapa, Katia Sycara, Financial News Analysis for Intelligent Portfolio Management Defense Technical Information Center. ,(2004) , 10.21236/ADA599073
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)
Young-Woo Seo, Joseph A Giampapa, Katia Sycara-Cyranski, Text Classification for Intelligent Portfolio Management Defense Technical Information Center. ,(2002) , 10.21236/ADA595830
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
Desh Peramunetilleke, Raymond K. Wong, Currency exchange rate forecasting from news headlines australasian database conference. ,vol. 24, pp. 131- 139 ,(2002) , 10.1145/563932.563921
David Dolan Lewis, Representation and Learning in Information Retrieval University of Massachusetts. ,(1991)
Anja Schulz, Myra Spiliopoulou, Karsten Winkler, Kursrelevanzprognose von Ad-hoc-Meldungen: Text Mining wider die Informationsüberlastung im Mobile Banking Wirtschaftsinformatik und Angewandte Informatik. pp. 181- 200 ,(2003) , 10.1007/978-3-642-57445-0_10
Victor Lavrenko, Matt Schmill, Dawn Lawrie, Paul Ogilvie, David Jensen, James Allan, Language models for financial news recommendation Proceedings of the ninth international conference on Information and knowledge management - CIKM '00. pp. 389- 396 ,(2000) , 10.1145/354756.354845