A discrete stock price prediction engine based on financial news

Robert P. Schumaker, Hsinchun Chen

Research output: Contribution to journalArticle

33 Citations (Scopus)

Abstract

The Arizona Financial Text system leverages statistical learning to make trading decisions based on numeric price predictions. Research demonstrates that AZFinText outperforms the market average and performs well against existing quant funds.

Original languageEnglish (US)
Article number5398783
Pages (from-to)51-56
Number of pages6
JournalComputer
Volume43
Issue number1
DOIs
StatePublished - Jan 2010

Fingerprint

Engines

Keywords

  • Decision support
  • Quantitative analysis
  • SVMs
  • Text analysis

ASJC Scopus subject areas

  • Computer Science(all)

Cite this

A discrete stock price prediction engine based on financial news. / Schumaker, Robert P.; Chen, Hsinchun.

In: Computer, Vol. 43, No. 1, 5398783, 01.2010, p. 51-56.

Research output: Contribution to journalArticle

Schumaker, Robert P. ; Chen, Hsinchun. / A discrete stock price prediction engine based on financial news. In: Computer. 2010 ; Vol. 43, No. 1. pp. 51-56.
@article{4bb8626dd1784910b7941be50b303713,
title = "A discrete stock price prediction engine based on financial news",
abstract = "The Arizona Financial Text system leverages statistical learning to make trading decisions based on numeric price predictions. Research demonstrates that AZFinText outperforms the market average and performs well against existing quant funds.",
keywords = "Decision support, Quantitative analysis, SVMs, Text analysis",
author = "Schumaker, {Robert P.} and Hsinchun Chen",
year = "2010",
month = "1",
doi = "10.1109/MC.2010.2",
language = "English (US)",
volume = "43",
pages = "51--56",
journal = "ACM SIGPLAN/SIGSOFT Workshop on Program Analysis for Software Tools and Engineering",
issn = "0018-9162",
publisher = "IEEE Computer Society",
number = "1",

}

TY - JOUR

T1 - A discrete stock price prediction engine based on financial news

AU - Schumaker, Robert P.

AU - Chen, Hsinchun

PY - 2010/1

Y1 - 2010/1

N2 - The Arizona Financial Text system leverages statistical learning to make trading decisions based on numeric price predictions. Research demonstrates that AZFinText outperforms the market average and performs well against existing quant funds.

AB - The Arizona Financial Text system leverages statistical learning to make trading decisions based on numeric price predictions. Research demonstrates that AZFinText outperforms the market average and performs well against existing quant funds.

KW - Decision support

KW - Quantitative analysis

KW - SVMs

KW - Text analysis

UR - http://www.scopus.com/inward/record.url?scp=76649099181&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=76649099181&partnerID=8YFLogxK

U2 - 10.1109/MC.2010.2

DO - 10.1109/MC.2010.2

M3 - Article

AN - SCOPUS:76649099181

VL - 43

SP - 51

EP - 56

JO - ACM SIGPLAN/SIGSOFT Workshop on Program Analysis for Software Tools and Engineering

JF - ACM SIGPLAN/SIGSOFT Workshop on Program Analysis for Software Tools and Engineering

SN - 0018-9162

IS - 1

M1 - 5398783

ER -