A Text Correlation Algorithm for Stock Market News Event Extraction
Author:
Publisher
Springer Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-16-5943-0_5
Reference15 articles.
1. Schumaker, R.P., Chen, H.: Textual analysis of stock market prediction using breaking financial news. ACM Trans. Inf. Syst. (TOIS) 27(2), 12 (2009)
2. Hao, P.Y., Kung, C.F., Chang, C.Y., et al.: Predicting stock price trends based on financial news articles and using a novel twin support vector machine with fuzzy hyperplane. Appl. Soft Comput. 98, 106806 (2021)
3. Ding, X., Zhang, Y., Liu, T., et al.: Using structured events to predict stock price movement: an empirical investigation. In: Proceedings of the 2014 Conference on Empirical Methods in Natural Language Processing (EMNLP), pp. 1415–1425 (2014)
4. Warner, B.: Predicting the DJIA with news headlines and historic data using hybrid genetic algorithm/support vector regression and BERT. In: Proceedings of the International Conference on Big Data – BigData 2020, pp. 23–37 (2020)
5. Kilimci, Z.H., Duvar, R.: An efficient word embedding and deep learning based model to forecast the direction of stock exchange market using Twitter and financial news sites: a case of Istanbul stock exchange (BIST 100). IEEE Access 8, 188186–188198 (2020)
Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A Review of Document-Level Multi-Event Extraction Methods;2023 9th International Conference on Big Data and Information Analytics (BigDIA);2023-12-15
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3