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Forecasting share price movements using news sentiment analysis in a multinational environment

Molnár, Sándor and Molnár, Márk and Naár-Tóth, Zs. and Timár, Tamás (2015) Forecasting share price movements using news sentiment analysis in a multinational environment. HUNGARIAN AGRICULTURAL ENGINEERING (28). pp. 53-55. ISSN 0864-7410

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Abstract

Using a common definition we can define news analysis as the measurement of the various qualitative and quantitative elements of textual news stories. These elements include sentiment, relevance and novelty. By quantifying news stories we can gain a useful way to manipulate and use everyday information in a mathematically concise manner. In this article a framework for news analytics techniques used in finance is provided. Various news analytic methods and software are discussed, and a set of metrics is given that may be applied to assess the performance of analytics. Various directions for this field are discussed. The proposed methods can help the valuation and trading of securities, facilitate investment decision making, meet regulatory requirements, or manage risk.

Item Type: Article
Subjects: S Agriculture / mezőgazdaság > S1 Agriculture (General) / mezőgazdaság általában
T Technology / alkalmazott, műszaki tudományok > TA Engineering (General). Civil engineering (General) / általános mérnöki tudományok
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 15 Feb 2016 15:32
Last Modified: 15 Feb 2016 15:32
URI: http://real.mtak.hu/id/eprint/33519

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