Predicting abnormal returns from news using text classification

DOI10.1080/14697688.2012.672762zbMath1398.91695arXiv0809.2792OpenAlexW2128310653MaRDI QIDQ4683037

Alexandre d'Aspremont, Ronny Luss

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.2792

zbMATH Keywords

optimizationpattern recognitionstatistical learning theorytext classificationforecasting applications

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Pattern recognition, speech recognition (68T10) Financial applications of other theories (91G80)

Related Items (1)

Market Reaction to iPhone Rumors

Uses Software

• SVM

Cites Work

• ARCH modeling in finance. A review of the theory and empirical evidence
• A cutting plane algorithm for convex programming that uses analytic centers
• A real-time adaptive trading system using genetic programming
• 10.1162/jmlr.2003.3.4-5.993
• Unnamed Item

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