Using Structured Events to Predict Stock Price Movement: An Empirical Investigation.
Xiao DingYue ZhangTing LiuJunwen DuanPublished in: EMNLP (2014)
Keyphrases
- stock price
- stock market
- stock exchange
- option pricing
- non stationary
- historical data
- event detection
- technical indicators
- stock price prediction
- dow jones
- news articles
- financial data
- financial markets
- stock market data
- exchange rate
- financial time series
- machine learning
- real world
- stock data
- chinese stock market
- short term
- stock returns
- nearest neighbor
- data mining