Due to the fast delivery of news articles by news providers on the Internet and/or via news datafeeds, it becomes an important research issue of predicting the risk of stocks by u...
Qi Pan, Hong Cheng, Di Wu, Jeffrey Xu Yu, Yiping K...
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
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider ho...
Recently, the web has rapidly emerged as a great source of financial information ranging from news articles to personal opinions. Data mining and analysis of such financial info...