An Automated Framework for Incorporating News into Stock Trading Strategies

In this paper we present a framework for automatic exploitation of news in stock trading strategies. Events are extracted from news messages presented in free text without annotations. We test the introduced framework by deriving trading strategies based on technical indicators and impacts of the ex...

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Veröffentlicht in:	IEEE transactions on knowledge and data engineering Jg. 26; H. 4; S. 823 - 835
Hauptverfasser:	Nuij, Wijnand, Milea, Viorel, Hogenboom, Frederik, Frasincar, Flavius, Kaymak, Uzay
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York IEEE 01.04.2014 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:	Companies Computer applications Context Corporate acquisitions evolutionary computing and genetic algorithms Genetic programming Indexes Information retrieval learning natural language processing Stock markets web text analysis
ISSN:	1041-4347, 1558-2191
Online-Zugang:	Volltext
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