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- handle: 10670/1.1mmmif
- hal: hal-00346996
info:eu-repo/semantics/OpenAccess
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opinion mining sentiment analysis financial newsSujets proches
Natural science Sciences Science of science Journalism--Commerce Trade journalism Economic journalism Financial journalism Business journalism Commercial journalism Financial news Journalism, EconomicCiter ce document
Michel Généreux et al., « Sentiment analysis using automatically labelled financial news », HAL-SHS : linguistique, ID : 10670/1.1mmmif
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Given a corpus of financial news labelled according to the market reaction following their publication, we investigate cotemporeneous and forward-looking price stock movements. Our approach is to provide a pool of relevant textual features to a machine learning algorithm to detect substantial stock price variations. Our two working hypotheses are that the market reaction to a news is a good indicator for labelling financial news, and that a machine learning algorithm can be trained on those news to build models detecting price movement effectively.