Issue No. 01 - January (2010 vol. 43)
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MC.2010.2
Robert P. Schumaker , Iona College
Hsinchun Chen , University of Arizona
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
R. P. Schumaker and H. Chen, "A Discrete Stock Price Prediction Engine Based on Financial News," in Computer, vol. 43, no. , pp. 51-56, 2010.