Can the Content of Public News Be Used to Forecast Abnormal Stock Market Behaviour?
Calum S. RobertsonShlomo GevaRodney C. WolffPublished in: ICDM (2007)
Keyphrases
- stock market
- financial news
- short term
- market prices
- stock index
- long term
- financial time series
- stock exchange
- stock price
- trading rules
- user generated content
- stock data
- news stories
- financial markets
- stock returns
- financial data
- forecasting model
- listed companies
- stock index futures
- stock trading
- portfolio optimization
- garch model
- regression model
- social media
- data mining
- stock market data
- early warning
- data streams