Konferenzbeitrag

A Proposed Model for Stock Price Prediction Based on Financial News

In this paper we will propose a model and needed steps that one should undertake in order to try and predict potential stock price fluctuation solely based on financial news from relevant sources. The paper will start with providing background information on the problem and text mining in general, furthermore supporting the idea with relevant research papers needed to focus on the problem we are researching. Our model relies on existing text-mining techniques used for sentiment analysis, combined with historical data from relevant news sources as well as stock data.

Sprache
Englisch

Erschienen in
In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019 ; Year: 2019 ; Pages: 100-107 ; Zagreb: IRENET - Society for Advancing Innovation and Research in Economy

Klassifikation
Wirtschaft
Data Collection and Data Estimation Methodology; Computer Programs: Other
Thema
text mining
finance
news
crawling
stock
prices
prediction
naïve bayes

Ereignis
Geistige Schöpfung
(wer)
Selimi, Mubarek
Besimi, Adrian
Ereignis
Veröffentlichung
(wer)
IRENET - Society for Advancing Innovation and Research in Economy
(wo)
Zagreb
(wann)
2019

Handle
Letzte Aktualisierung
10.03.2025, 11:43 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Konferenzbeitrag

Beteiligte

  • Selimi, Mubarek
  • Besimi, Adrian
  • IRENET - Society for Advancing Innovation and Research in Economy

Entstanden

  • 2019

Ähnliche Objekte (12)