%0 Generic %1 lavrenko2000 %A Lavrenko, V. %A Schmill, M. %A Lawrie, D. %A Ogilvie, P. %A Jensen, D. %A Allan, J. %D 2000 %K classification news text timeseries %T Mining of Concurrent Text and Time-Series %U http://citeseer.ist.psu.edu/378125.html %X We present a unique approach to identifying news stories that influence the behavior of financial markets. We describe the design and implementation of Ænalyst, a system for predicting trends in stock prices based on the content of news stories that precede the trends. We identify trends in time series using piecewise linear fitting and then assign labels to the trends according to an automated binning procedure. We use language models to represent patterns of language that are highly associated with particular labeled trends. We evaluate the system in terms of its ability to predict forthcoming trends in the stock prices. We perform a market simulation, demonstrating that Ænalyst is capable of producing profits that are significantly higher than random.

@misc{lavrenko2000, abstract = {We present a unique approach to identifying news stories that influence the behavior of financial markets. We describe the design and implementation of Ænalyst, a system for predicting trends in stock prices based on the content of news stories that precede the trends. We identify trends in time series using piecewise linear fitting and then assign labels to the trends according to an automated binning procedure. We use language models to represent patterns of language that are highly associated with particular labeled trends. We evaluate the system in terms of its ability to predict forthcoming trends in the stock prices. We perform a market simulation, demonstrating that Ænalyst is capable of producing profits that are significantly higher than random.}, added-at = {2008-02-22T16:11:47.000+0100}, author = {Lavrenko, V. and Schmill, M. and Lawrie, D. and Ogilvie, P. and Jensen, D. and Allan, J.}, biburl = {https://www.bibsonomy.org/bibtex/208518adc6c7ac8b46db809e4ff82456d/utahell}, description = {Mining of Concurrent Text and Time Series - Lavrenko, Schmill, Lawrie, Ogilvie, Jensen, Allan (ResearchIndex)}, interhash = {07dd7ec6a829125b0ebeaada16562c18}, intrahash = {08518adc6c7ac8b46db809e4ff82456d}, keywords = {classification news text timeseries}, timestamp = {2008-02-22T16:11:47.000+0100}, title = {Mining of Concurrent Text and Time-Series}, url = {http://citeseer.ist.psu.edu/378125.html}, year = 2000 }