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Sixth IEEE International Conference on Data Mining (ICDM'06)
NewsCATS: A News Categorization and Trading System
Hong Kong
December 18-December 22
ISBN: 0-7695-2701-9
ASCII Text
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Marc-Andre Mittermayer, Gerhard F. Knolmayer, "NewsCATS: A News Categorization and Trading System," Data Mining, IEEE International Conference on, pp. 1002-1007, Sixth IEEE International Conference on Data Mining (ICDM'06), 2006.
 
 
BibTex
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@article{ 10.1109/ICDM.2006.115,
author = {Marc-Andre Mittermayer and Gerhard F. Knolmayer},
title = {NewsCATS: A News Categorization and Trading System},
journal ={Data Mining, IEEE International Conference on},
volume = {0},
year = {2006},
issn = {1550-4786},
pages = {1002-1007},
doi = {http://doi.ieeecomputersociety.org/10.1109/ICDM.2006.115},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
x 
 
TY - CONF
JO - Data Mining, IEEE International Conference on
TI - NewsCATS: A News Categorization and Trading System
SN - 1550-4786
SP1002
EP1007
A1 - Marc-Andre Mittermayer,
A1 - Gerhard F. Knolmayer,
PY - 2006
KW - null
VL - 0
JA - Data Mining, IEEE International Conference on
ER -
 
Marc-Andre Mittermayer, Swiss Capital Group, Switzerland
Gerhard F. Knolmayer, Univ. of Bern, Switzerland
NewsCATS is an Automated Text Categorization (ATC) prototype using a hand-made thesaurus to forecast intraday stock price trends from information contained in press releases. Due to a unique labeling approach and by carefully selecting the appropriate training data News- CATS achieves a performance which is clearly superior to other ATC prototypes used for stock price trend forecasting. In this paper we describe the architecture, training, and testing of NewsCATS as well as the results of an extensive robustness analysis.
Citation:
Marc-Andre Mittermayer, Gerhard F. Knolmayer, "NewsCATS: A News Categorization and Trading System," icdm, pp.1002-1007, Sixth IEEE International Conference on Data Mining (ICDM'06), 2006
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