DocumentCode :
2752248
Title :
Prediction of Stock Price Movements Based on Concept Map Information
Author :
Soni, Ankit ; Van Eck, Nees Jan ; Kaymak, Uzay
Author_Institution :
Dept. of Comput. Sci., Indian Inst. of Technol. Kanpur
fYear :
2007
fDate :
1-5 April 2007
Firstpage :
205
Lastpage :
211
Abstract :
Visualization of textual data may reveal interesting properties regarding the information conveyed in a group of documents. In this paper, we study whether the structure revealed by a visualization method can be used as inputs for improved classifiers. In particular, we study whether the locations of news items on a concept map could be used as inputs for improving the prediction of stock price movements from the news. We propose a method based on information visualization and text classification for achieving this. We apply the proposed approach to the prediction of the stock price movements of companies within the oil and natural gas sector. In a case study, we show that our proposed approach performs better than a naive approach and a bag-of-words approach
Keywords :
data visualisation; natural gas technology; pattern classification; petroleum industry; share prices; stock markets; text analysis; concept map information; information visualization; natural gas sector; oil gas sector; stock price movement prediction; text classification; textual data visualization; Computational intelligence; Computer science; Data mining; Data visualization; Decision making; Economic forecasting; Natural gas; Petroleum; Stock markets; Text categorization;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computational Intelligence in Multicriteria Decision Making, IEEE Symposium on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0702-8
Type :
conf
DOI :
10.1109/MCDM.2007.369438
Filename :
4223004
Link To Document :
بازگشت