Predicting sentence-level polarity labels of financial news using abnormal stock returns.
Bernhard LutzNicolas PröllochsDirk NeumannPublished in: Expert Syst. Appl. (2020)
Keyphrases
- sentence level
- financial news
- stock returns
- stock market
- sentiment analysis
- positive or negative
- sentiment classification
- stock price
- novelty detection
- short term
- financial time series
- stock data
- text classification
- document level
- long term
- financial markets
- multi label
- cross domain
- anomaly detection
- training data
- multi document summarization
- cross sectional
- developed countries
- natural language processing
- training set
- web pages
- cross lingual
- relevance model
- news articles
- non stationary
- text mining