High quality topic extraction from business news explains abnormal financial market volatility
Ryohei HisanoDidier SornetteTakayuki MizunoTakaaki OhnishiTsutomu WatanabePublished in: CoRR (2012)
Keyphrases
- financial markets
- topic extraction
- stock price
- news articles
- blog entries
- text analysis
- document classification
- stock market
- document clustering
- financial data
- financial institutions
- technical indicators
- decision making
- information systems
- risk management
- latent dirichlet allocation
- exchange rate
- non stationary
- stock returns
- data mining
- text mining
- financial time series
- stock exchange
- keywords
- text documents
- historical data
- information extraction
- content analysis
- text categorization
- generative model
- natural language processing