Issue No.01 - January (2010 vol.43)
Robert P. Schumaker , Iona College
Hsinchun Chen , University of Arizona
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MC.2010.2
The Arizona Financial Text system leverages statistical learning to make trading decisions based on numeric price predictions. Research demonstrates that AZFinText outperforms the market average and performs well against existing quant funds.
Decision support, Text analysis, SVMs, Quantitative analysis
Robert P. Schumaker, Hsinchun Chen, "A Discrete Stock Price Prediction Engine Based on Financial News", Computer, vol.43, no. 1, pp. 51-56, January 2010, doi:10.1109/MC.2010.2