A Discrete Stock Price Prediction Engine Based on Financial News
Prediction of Securities Fundamentalists –Rely on company-specific performance data –Time-series data is meaningless Technical analysts –Time-series data is very important
Algorithmic Quants
Textual Representation News are gathered from Yahoo Finance News are aggregated by Industry Sectors Bag of Words Noun Phrase Proper Noun Named Entity
Arizona Financial Text System
Experimental Results
Sentiment Analysis of Financial News Articles
Sentiment Analysis Objective/Subjective Positive/Negative Tools –OpinionFinder(2006)
Arizona Financial Text System
Experimental Design Closeness –MSE = (1/n) (Predicted – Actual)^2 Direction Accuracy Simulated trading
Experimental Results Objective/Subjective
Experimental Results Positive/Negative
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