Abstract-- Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news stories, is an emerging topic i...
Gabriel Pui Cheong Fung, Jeffrey Xu Yu, Hongjun Lu
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
A task of a stock index prediction is presented in this paper. Several issues are considered. The data is gathered at the concerned stock market (NIKKEI) and two other markets (NAS...
This paper presents a method for a short-term stock index prediction. The source data comes from the German Stock Exchange (being the target market) and two other markets (Tokyo St...