Interdependency between the Stock Market and Financial News
September 01, 2019 Β· Declared Dead Β· π 2019 IEEE International Conference on Big Data (Big Data)
"No code URL or promise found in abstract"
Evidence collected by the PWNC Scanner
Authors
EunJeong Hwang, Yong-Hyuk Kim
arXiv ID
1909.00344
Category
cs.IR: Information Retrieval
Cross-listed
q-fin.ST
Citations
3
Venue
2019 IEEE International Conference on Big Data (Big Data)
Last Checked
4 months ago
Abstract
Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market. However, these stories may not reflect future stock prices because of the subjectivity in the news; stock prices may instead affect the news contents. This study aims to discover whether it is news or stock prices that have a greater impact on the other. To achieve this, we analyze the relationship between news sentiment and stock prices based on time series analysis using five different classification models. Our experimental results show that stock prices have a bigger impact on the news contents than news does on stock prices.
Community Contributions
Found the code? Know the venue? Think something is wrong? Let us know!
π Similar Papers
In the same crypt β Information Retrieval
R.I.P.
π»
Ghosted
π
π
Old Age
Neural Graph Collaborative Filtering
R.I.P.
π»
Ghosted
DeepFM: A Factorization-Machine based Neural Network for CTR Prediction
R.I.P.
π»
Ghosted
BERT4Rec: Sequential Recommendation with Bidirectional Encoder Representations from Transformer
R.I.P.
π
404 Not Found
Graph Neural Networks for Social Recommendation
R.I.P.
π»
Ghosted
Personalized Top-N Sequential Recommendation via Convolutional Sequence Embedding
Died the same way β π» Ghosted
R.I.P.
π»
Ghosted
Federated Learning: Strategies for Improving Communication Efficiency
R.I.P.
π»
Ghosted
In-Datacenter Performance Analysis of a Tensor Processing Unit
R.I.P.
π»
Ghosted
Deep Convolutional Neural Networks for Computer-Aided Detection: CNN Architectures, Dataset Characteristics and Transfer Learning
R.I.P.
π»
Ghosted