Reading the Markets: Forecasting Prediction Markets By News Content Analysis
نویسندگان
چکیده
Our results as a percentage of maximum possible earnings (if correct decisions were made every day). Combined/parsing (our final system) is roughly equal to the sum of its two constituent systems’ performance. Note: Weather Forecasting is our baseline that assumes yesterday’s price trend will continue. 5.2% 11.4% 2.7% 12.5% 4.3% 16.0% AVERAGE 1.7% -0.5% -12.6% 3.7% -18.5% 1.9% Lieberman 6.2% 8.6% 7.5% -5.5% 8.4% 20.6% Kerry 0.4% 12.7% 0.9% 8.0% 2.9% 7.9% Gephardt 23.9% 34.4% 40.7% 23.5% 35.1% 29.9% Dean -7.8% 13.9% -12.0% 37.7% -10.5% 23.9% Clinton 12.9% 14.7% 14.5% 20.3% 6.2% 15.2% Clark 14.9% -3.4% 11.2% 2.0% 20.5% 13.3% Kerry (election) 19.8% 26.4% 13.8% 20.8% 38.7% 28.9% Bush (election) Weather Forecasting Combined (bag of words) Bag of words news Market History Parsed news Combined (parsing) Parsing the sentences disambiguates word relationships such as what it is that grew, and who defeated whom.
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