Title
Discovering the correlation between stock time series and financial news
Document Type
Conference Proceeding
Publication Date
2008
DOI
10.1109/WIIAT.2008.228
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.
Source Publication
2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, 2008 Dec 9-12, Sydney, Australia
Volume Number
1
ISBN
9780769534961
First Page
880
Last Page
883
Recommended Citation
Fu, T.,Lee, K.,Sze, D.,Chung, F.,& Ng, C. (2008). Discovering the correlation between stock time series and financial news. 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, 2008 Dec 9-12, Sydney, Australia, 1, 880-883. http://dx.doi.org/10.1109/WIIAT.2008.228