Daily stock market forecast from textual web data.
Beat WüthrichVincent ChoSteven LeungD. PermunetillekeK. SankaranJian ZhangPublished in: SMC (1998)
Keyphrases
- web data
- stock market
- short term
- financial news
- web mining
- long term
- stock exchange
- semi structured
- web content
- forecasting model
- trading rules
- web pages
- web documents
- stock index futures
- stock price
- web usage mining
- stock trading
- financial data
- financial time series
- stock returns
- metadata
- natural language
- keywords
- garch model
- query logs
- page contents
- trading systems
- early warning
- financial markets