1. Semantic Frames to Predict Stock Price Movement

2. Example

3. Semantic Frame Frame semantics: the meanings of most words can best be understood on the basis of a semantic frame: a description of a type of event, relation, or entity and the participants in it. The concept of cooking (Apply_heat frame) – a person doing the cooking (Cook) – the food that is to be cooked (Food) – something to hold the food while cooking (Container) – a source of heat (Heating_instrument)... [ Cook the boys]... GRILL [ Food their catches] [ Heating_instrument on an open fire].

4. Data Reuters dataset Year Jan 2007 – Aug 2012 3 Sectors – Consumer staples – Information technology – Telecommunication services

5. Labels Assign labels to news – Change in price – Direction of change

6. Data Representations

7. Semantic Tree Representation

8. Sample Results

9. Questions/Issues to Pursuit Feature analysis, error analysis – Vector space frame features – Sub structures in Semantic Trees Other data representation methods – LDA Labeling methods Better semantic parses