Title
Discovering the Correlation between Stock Time Series and Financial News
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.
Year
DOI
Venue
2008
10.1109/WIIAT.2008.228
Web Intelligence
Keywords
Field
DocType
primary target market,chinese language,technical analysis,hong kong,interesting research direction,system prototype,financial news,different method,news sentiment,stock price,stock time series,fundamental analysis,data mining,algorithm design and analysis,indexes,time series analysis,correlation,data visualization,time series,sentiment analysis,classification algorithms
Data mining,Time series,Data visualization,Algorithm design,Information retrieval,Sentiment analysis,Computer science,Correlation,Target market,Statistical classification,Technical analysis
Conference
Citations 
PageRank 
References 
4
0.48
2
Authors
5
Name
Order
Citations
PageRank
Tak-chung Fu140721.29
Ka-ki Lee240.48
Donahue Sze340.48
Fu-lai Chung424434.50
Chak-man Ng51169.33