Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals.
Ellie BirbeckDave CliffPublished in: SSCI (2018)
Keyphrases
- sentiment analysis
- stock price
- stock market
- ground truth
- opinion mining
- trading rules
- stock exchange
- sentiment classification
- text classification
- sentence level
- text mining
- financial data
- historical data
- dow jones
- financial time series
- multi aspect
- financial markets
- product reviews
- news articles
- public opinion
- user generated
- sentiment lexicon
- product features
- tft lcd
- artificial intelligence
- exchange rate
- short term
- non stationary
- positive or negative
- social media content
- knowledge base
- information retrieval
- sentiment polarity