Commonsense knowledge-aided news analysis for stock market surveillance

  • Xin Li
  • , Kun Chen
  • , Terrance Fung
  • , Sherry X. Sun
  • , Huaiqing Wang

Research output: Unpublished conference presentation (presented paper, abstract, poster)Conference presentation (not published in journal/proceeding/book)Academic researchpeer-review

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 languageEnglish
Publication statusPublished - 2010
Externally publishedYes
Event20th Annual Workshop on Information Technologies and Systems, WITS 2010 - St. Louis, MO, United States
Duration: 11 Dec 201012 Dec 2010

Conference

Conference20th Annual Workshop on Information Technologies and Systems, WITS 2010
Country/TerritoryUnited States
CitySt. Louis, MO
Period11/12/1012/12/10

ASJC Scopus subject areas

  • Information Systems

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