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https://hdl.handle.net/1822/36613
Título: | Big data for stock market by means of mining techniques |
Autor(es): | Lima, Luciana Portela, Filipe Santos, Manuel Filipe Abelha, António Machado, José Manuel |
Palavras-chave: | Text Mining Stock Prediction Big Data |
Data: | 2015 |
Editora: | Springer International Publishing AG |
Revista: | Advances in Intelligent Systems and Computing |
Resumo(s): | Predict and prevent future events are the major advantages to any company. Big Data comes up with huge power, not only by the ability of processes large amounts and variety of data at high velocity, but also by the capability to create value to organizations. This paper presents an approach to a Big Data based decision making in the stock market context. The correlation between news articles and stock variations it is already proved but it can be enriched with other indicators. In this use case they were collected news articles from three different web sites and the stock history from the New York Stock Exchange. In order to proceed to data mining classification algorithms the articles were labeled by their sentiment, the direct relation to a specific company and geographic market influence. With the proposed model it is possible identify the patterns between this indicators and predict stock price variations with accuracies of 100 percent. Moreover the model shown that the stock market could be sensitive to news with generic topics, such as government and society but they can also depend on the geographic cover. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/36613 |
ISBN: | 978-3-319-16485-4 978-3-319-16486-1 |
DOI: | 10.1007/978-3-319-16486-1_67 |
ISSN: | 2194-5357 |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
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Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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2015 - AISC - Big Data for Stock Market by means of Mining techniques.pdf | 838,1 kB | Adobe PDF | Ver/Abrir |