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 proceedingConference article published in proceeding or bookAcademic researchpeer-review

7 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 languageEnglish
Title of host publicationProceedings - 2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008
Pages880-883
Number of pages4
DOIs
Publication statusPublished - 1 Dec 2008
Event2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008 - Sydney, NSW, Australia
Duration: 9 Dec 200812 Dec 2008

Conference

Conference2008 IEEE/WIC/ACM International Conference on Web Intelligence, WI 2008
CountryAustralia
CitySydney, NSW
Period9/12/0812/12/08

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Science Applications
  • Electrical and Electronic Engineering

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