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Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information.
Xiaodong Li
Xiaodi Huang
Xiaotie Deng
Shanfeng Zhu
Published in:
Neurocomputing (2014)
Keyphrases
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stock price
stock market
financial news
news articles
historical data
financial time series
keywords
option pricing
non stationary
financial markets
search engine
decision making
exchange rate
stock exchange
investment strategies
dow jones