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Version vom 15. August 2009, 11:57 Uhr
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
BibTeX
Kurzfassung
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
Text Mining, Informationsextraktion, Finanzdatenextraktion vom WWW