Abstract
A study was conducted to predict stock markets using information contained in articles published on the Web. Mostly textual articles appearing in the leading and influential financial newspapers were taken as input. From those articles, the daily closing values of major stock market indices in Asia, Europe and America were predicted. Textual statements contain not only the effect but also why it happened. Exploiting textual information in addition to numeric time series data increases the quality of the input. Hence, improved predictions are expected.
| Original language | English |
|---|---|
| Pages (from-to) | 2720-2725 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE International Conference on Systems, Man and Cybernetics |
| Volume | 3 |
| Publication status | Published - 1 Dec 1998 |
| Externally published | Yes |
| Event | Proceedings of the 1998 IEEE International Conference on Systems, Man, and Cybernetics. Part 3 (of 5) - San Diego, CA, United States Duration: 11 Oct 1998 → 14 Oct 1998 |
ASJC Scopus subject areas
- Hardware and Architecture
- Control and Systems Engineering