Discovering the correlation between stock time series and financial news

Tak Chung Fu; Ka Ki Lee; Donahue Sze; Fu Lai Korris Chung; Chak Man Ng

doi:10.1109/WIIAT.2008.228

Discovering the correlation between stock time series and financial news

Tak Chung Fu, Ka Ki Lee, Donahue Sze, Fu Lai Korris Chung, Chak Man Ng

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

13 Citations (Scopus)

Abstract

It is always expected that a correlation exists between the movement of stock prices (technical analysis) and news sentiment (fundamental analysis). If we can determine such a correlation, further interesting research directions will certainly be generated. In this paper, a system prototype is proposed for investigating the correlation between stock prices and news sentiment. Our primary target market is Hong Kong and the system is customized for Chinese language. Different methods and the impacts of various design parameters are tested in the experiments.

Original language	English
Title of host publication	Proceedings - 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008
Pages	880-883
Number of pages	4
DOIs	https://doi.org/10.1109/WIIAT.2008.228
Publication status	Published - 1 Dec 2008
Event	2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008 - Sydney, NSW, Australia Duration: 9 Dec 2008 → 12 Dec 2008

Conference

Conference	2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008
Country/Territory	Australia
City	Sydney, NSW
Period	9/12/08 → 12/12/08

ASJC Scopus subject areas

Computer Networks and Communications
Computer Science Applications
Electrical and Electronic Engineering

More information

10.1109/WIIAT.2008.228

Cite this

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author = "Fu, {Tak Chung} and Lee, {Ka Ki} and Donahue Sze and Chung, {Fu Lai Korris} and Ng, {Chak Man}",

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Fu, TC, Lee, KK, Sze, D, Chung, FLK & Ng, CM 2008, Discovering the correlation between stock time series and financial news. in Proceedings - 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008., 4740568, pp. 880-883, 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008, Sydney, NSW, Australia, 9/12/08. https://doi.org/10.1109/WIIAT.2008.228

Discovering the correlation between stock time series and financial news. / Fu, Tak Chung; Lee, Ka Ki; Sze, Donahue et al.
Proceedings - 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008. 2008. p. 880-883 4740568.

Research output: Chapter in book / Conference proceeding › Conference article published in proceeding or book › Academic research › peer-review

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Discovering the correlation between stock time series and financial news

Abstract

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ASJC Scopus subject areas

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