IEEE Transactions on Knowledge and Data Engineering (TKDE) has moved to the OnlinePlus publication model starting with 2013 issues!

From the April 2014 issue

An Automated Framework for Incorporating News into Stock Trading Strategies

By Wijnand Nuij, Viorel Milea, Frederik Hogenboom, Flavius Frasincar, and Uzay Kaymak

Featured ArticleIn this paper we present a framework for automatic exploitation of news in stock trading strategies. Events are extracted from news messages presented in free text without annotations. We test the introduced framework by deriving trading strategies based on technical indicators and impacts of the extracted events. The strategies take the form of rules that combine technical trading indicators with a news variable, and are revealed through the use of genetic programming. We find that the news variable is often included in the optimal trading rules, indicating the added value of news for predictive purposes and validating our proposed framework for automatically incorporating news in stock trading strategies.

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  • TKDE celebrates its 25th Anniversary. Editor-in-Chief Jian Pei says, "We are celebrating the 25th Anniversary of TKDE. Since its first issue in March 1989, TKDE has published 2,981 articles, and another 220 articles in the early access portal. With 898 submissions and 79 accepted articles in 2012, TKDE is now the premier journal in the broad and general fields of data management, data mining, and knowledge engineering. We thank all the authors, reviewers, and readers for their continuing support to TKDE. As always, we are eager to hear your ideas and suggestions, and will do our best to meet your expectations. With all your passions, contributions, and supports, TKDE is embracing the new era of big data and big data analytics. Happy birthday to TKDE!"

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IEEE Transactions on Knowledge and Data Engineering (TKDE) is an archival journal published monthly designed to inform researchers, developers, managers, strategic planners, users, and others interested in state-of-the-art and state-of-the-practice activities in the knowledge and data engineering area. 
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