Predicting abnormal returns from news using text classification
نویسندگان
چکیده
منابع مشابه
Predicting Abnormal Returns From News Using Text Classification
We show how text from news articles can be used to predict intraday price movements of financial assets using support vector machines. Multiple kernel learning is used to combine equity returns with text as predictive features in order to increase classification performance and we develop an analytic center cutting plane method to solve the kernel learning problem efficiently. This method exhib...
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2012
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2012.672762