以文件分類技術預測股價趨勢 (Predicting Trends of Stock Prices with Text Classification Techniques) [In Chinese]

نویسندگان

  • Jiun-Da Chen
  • Tai-Ping Wang
  • Chao-Lin Liu
چکیده

Abstract Stocks' closing price levels can provide hints about investors' aggregate demands and aggregate supplies in the stock trading markets. If the level of a stock's closing price is higher than its previous closing price, it indicates that the aggregate demand is stronger than the aggregate supply in this trading day. Otherwise, the aggregate demand is weaker than the aggregate supply. It would be profitable if we can predict the individual stock's closing price level. For example, in case that one stock's current price is lower than its previous closing price. We can do the proper strategies(buy or sell) to gain profit if we can predict the stock's closing price level correctly in advance. In this paper, we propose and evaluate three models for predicting individual stock's closing price in the Taiwan stock market. These models include a naïve Bayes model, a k-nearest neighbors model, and a hybrid model. Experimental results show the proposed methods perform better than the NewsCATS system for the "UP" and "DOWN" categories.

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تاریخ انتشار 2007