ID: 824

Stock and NLP

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References

Data were in [1-6] and obtained on January 26, 2024.
[1] Robert P. Schumaker and Hsinchun Chen. 2009. Textual analysis of stock market prediction using breaking financial news: The AZFin text system. ACM Trans. Inf. Syst. 27, 2, Article 12 (February 2009), 19 pages. https://doi.org/10.1145/1462198.1462204
[2] Arman Khadjeh Nassirtoussi, Saeed Aghabozorgi, Teh Ying Wah, David Chek Ling Ngo, Text mining for market prediction: A systematic review, Expert Systems with Applications, Volume 41, Issue 16, 2014, Pages 7653-7670, https://doi.org/10.1016/j.eswa.2014.06.009.
[3] Dhanya Jothimani, Ravi Shankar, Surendra S. Yadav, A Big data analytical framework for portfolio optimization, arXiv, https://doi.org/10.48550/arXiv.1811.07188
[4] Zheng Tracy Ke, Bryan T. Kelly & Dacheng Xiu, Predicting Returns With Text Data, National Bureau of Economic Research Working Paper Series, No. 26186, 2019. https://doi.org/10.3386/w26186
[5] M. Costantino, R. G. Morgan, R. J. Collingham and R. Carigliano, "Natural language processing and information extraction: qualitative analysis of financial news articles," Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr), New York, NY, USA, 1997, pp. 116-122, doi: 10.1109/CIFER.1997.618923.
[6] Di-Jia SuJohn M. MulveyH. Vincent Poor, Improving Portfolio Performance via Natural Language Processing Methods, The Journal of Financial Data Science 22 March 2022. DOI: 10.3905/jfds.2022.1.088

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