Novel and topical business news and their impact on stock market activity.
Takayuki MizunoTakaaki OhnishiTsutomu WatanabePublished in: EPJ Data Sci. (2017)
Keyphrases
- stock market
- financial news
- financial data
- financial information
- stock price
- short term
- short texts
- stock exchange
- keywords
- news articles
- stock index futures
- trading rules
- financial time series
- data mining
- listed companies
- stock trading
- financial markets
- stock returns
- topic models
- stock data
- stock market data
- long term
- portfolio optimization
- chinese stock market
- electronic commerce
- decision making
- trading strategies
- foreign exchange
- credit risk
- supply chain management