Abstract
Stock market surveillance is critical to maintain market fairness and uphold investors' confidence. This research takes a text mining approach to inspect news to help surveillance specialists investigate suspicious stock transactions. Noticing the important role of prior knowledge in humans' news comprehension, we propose to incorporate commonsense knowledge into this task through a graph model. Experiments on a dataset collected from the Hong Kong stock market show that commonsense knowledge, especially features extracted from inter-news commonsense relations, can significantly improve market surveillance performance.
| Original language | English |
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| Publication status | Published - 2010 |
| Externally published | Yes |
| Event | 20th Annual Workshop on Information Technologies and Systems, WITS 2010 - St. Louis, MO, United States Duration: 11 Dec 2010 → 12 Dec 2010 |
Conference
| Conference | 20th Annual Workshop on Information Technologies and Systems, WITS 2010 |
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| Country/Territory | United States |
| City | St. Louis, MO |
| Period | 11/12/10 → 12/12/10 |
ASJC Scopus subject areas
- Information Systems