News impact on stock price return via sentiment analysis.
Xiaodong LiHaoran XieLi ChenJianping WangXiaotie DengPublished in: Knowl. Based Syst. (2014)
Keyphrases
- sentiment analysis
- stock price
- news articles
- opinion mining
- sentiment classification
- investment strategies
- text classification
- stock market
- stock exchange
- non stationary
- sentence level
- financial data
- text mining
- product reviews
- text documents
- financial markets
- historical data
- financial time series
- stock price prediction
- news stories
- co occurrence
- natural language processing
- multi aspect
- public opinion
- sentiment lexicon
- product features
- databases
- wordnet
- k nearest neighbor
- trading systems
- keywords
- online reviews
- feature selection
- chinese stock market