Predicting Stock Price Movements with Text Data using Labeling based on Financial Theory.
Fredrik AhnveKasper FantenbergGustav SvenssonDaniel HardtPublished in: IEEE BigData (2020)
Keyphrases
- stock price
- text data
- stock market
- text classification
- financial markets
- text mining
- financial data
- non stationary
- stock exchange
- text documents
- structured data
- news articles
- high dimensional
- historical data
- document collections
- stock returns
- high dimensional data
- trading systems
- artificial intelligence
- topic detection
- wordnet
- low dimensional
- long term
- active learning
- data model
- multiscale
- web pages
- neural network
- data sets