Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals.
Ellie BirbeckDave CliffPublished in: CoRR (2018)
Keyphrases
- sentiment analysis
- stock price
- stock market
- ground truth
- opinion mining
- trading rules
- stock exchange
- sentiment classification
- sentence level
- dow jones
- text classification
- financial markets
- multi aspect
- non stationary
- financial data
- historical data
- sentiment lexicon
- online reviews
- financial time series
- tft lcd
- product reviews
- natural language processing
- user generated
- exchange rate
- text mining
- short term
- long term
- web pages
- product features
- natural language
- information retrieval