Interdependency between the Stock Market and Financial News

September 01, 2019 Β· Declared Dead Β· πŸ› 2019 IEEE International Conference on Big Data (Big Data)

πŸ‘» CAUSE OF DEATH: Ghosted
No code link whatsoever

"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 shame:
Not yet rated
Community Contributions

Found the code? Know the venue? Think something is wrong? Let us know!

πŸ“œ Similar Papers

In the same crypt β€” Information Retrieval

Died the same way β€” πŸ‘» Ghosted