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Event and Sentiment Detection in Financial Markets

Event and Sentiment Detection in Financial Markets

Published: 2008 Juni

Buchtitel: Ph.D. Symposium at the 5th European Semantic Web Conference

Referierte Veröffentlichung


Today, traders in financial markets are confronted with the problem that information is distributed over diverse sources and that there is too much information available. In our work we develop methods and tools to help traders to overcome this information overload by enabling the integrated view on news from various sources, by filtering relevant news and by providing decision support for traders. Another goal of our work is to propose a formal model of the impact of news on asset prices and thus enable better predictions of stock prices than possible with purely text mining based approaches.

Download: Media:2008_1774_Lösch_Event_and_Senti_1.pdf


Graduiertenkolleg IME




Text Mining, Informationsextraktion, Finanzdatenextraktion vom WWW