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題名:透過新聞文章預測股價漲跌趨勢--結合情緒分析、主題模型與模糊支持向量機
書刊名:資訊管理學報
作者:郝沛毅歐仁彬黃天受林振穎吳建生
作者(外文):Hao, Pei-yiOu, Jen-bingHuang, Tien-shouLin, Zhen-yingWu, Jian-sheng
出版日期:2018
卷期:25:4
頁次:頁363-395
主題關鍵詞:股價預測情緒分析潛在狄利克雷分配文字探勘模糊理論支持向量機Stock trend predictionSentiment analysisLatent dirichlet allocationText miningFuzzy theorySupport vector machine
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(3) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:24
  • 點閱點閱:129
期刊論文
1.Hagenau, M.、Liebmann, M.、Neumann, D.(2013)。Automated news reading: Stock price prediction based on financial news using context-capturing features。Decision Support Systems,55(3),685-697。  new window
2.Schumaker, R. P.、Zhang, Y.、Huang, C.-N.、Chen, H.(2012)。Evaluating sentiment in financial news articles。Decision Support Systems,53(3),458-464。  new window
3.Tetlock, P. C.(2011)。All the news that's fit to reprint: do investors react to stale information?。The Review of Financial Studies,24(5),1481-1512。  new window
4.LeBaron, B.、Arthur, W. B.、Palmer, R.(1999)。Time Series Properties of an Artificial Stock Market。Journal of Economic Dynamics and Control,23(9/10),1487-1516。  new window
5.Bollen, Johan、Mao, Huina、Zeng, Xiaojun(2011)。Twitter mood predicts the stock market。Journal of Computational Science,2(1),1-8。  new window
6.Lu, C. J.、Lee, T. S.、Chiu, C. C.(2009)。Financial time series forecasting using independent component analysis and support vector regression。Decision Support Systems,47(2),115-125。  new window
7.Yu, L.-C.、Wu, J. L.、Chang, P.-C.、Chu, H.-S.(2013)。Using a contextual entropy model to expand emotion words and their intensity for the sentiment classification of stock market news。Knowledge-Based Systems,41,89-97。  new window
8.Groth, S. S.、Muntermann, J.(2011)。An intraday market risk management approach based on textual analysis。Decision Support Systems,50(4),680-691。  new window
9.Tetlock, Paul C.、Saar-Tsechansky, Maytal、Macskassy, Sofus(2008)。More than words: Quantifying language to measure firms' fundamentals。The Journal of Finance,63(3),1437-1467。  new window
10.Rui, Huaxia、Liu, Yizao、Whinston, Andrew B.(2013)。Whose and what chatter matters? The effect of tweets on movie sales。Decision Support Systems,55(4),863-870。  new window
11.Leigh, W.、Purvis, R.、Ragusa, J. M.(2002)。Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support。Decision Support Systems,32(4),361-377。  new window
12.黃金蘭、Chung, Cindy K.、Hui, Natalie、林以正、謝亦泰、Lam, Ben C. P.、程威銓、Bond, Michael H.、Pennebaker, James W.(20120600)。中文版「語文探索與字詞計算」詞典之建立。中華心理學刊,54(2),185-201。new window  延伸查詢new window
13.Nassirtoussi, Arman Khadjeh、Aghabozorgi, Saeed、Wah, Teh Ying、Ngo, David Chek Ling(2014)。Text mining for market prediction: A systematic review。Expert Systems with Applications,41(16),7653-7670。  new window
14.Ravi, K.、Ravi, V.(2015)。A survey on opinion mining and sentiment analysis: tasks, approaches and applications。Knowledge-Based Systems,89,14-46。  new window
15.Hao, P.-Y.(2016)。Support vector classification with fuzzy hyperplane。Journal of Intelligent & Fuzzy Systems,30(3),1431-1443。  new window
16.Kang, D.、Park, Y.(2013)。Review-based measurement of customer satisfaction in mobile service: Sentiment analysis and VIKOR approach。Expert Systems with Applications,41(4 Part 1),1041-1050。  new window
17.Li, X.、Xie, H.、Chen, L.、Wang, J.、Deng, X.(2014)。News impact on stock price return via sentiment analysis。Knowledge-Based Systems,69,14-23。  new window
18.An, W.、Liang, M.(2013)。Fuzzy support vector machine based on within-class scatter for classification problems with outliers or noises。Neurocomputing,110,101-110。  new window
19.Bahrepour, M.、Akbarzadeh-T, M.-R.、Yaghoobi, M.、Naghibi-S, M.-B.(2011)。An adaptive ordered fuzzy time series with application to FOREX。Expert Systems with Applications,38(1),475-485。  new window
20.Li, F.(2010)。Textual analysis of corporate disclosures: A survey of the literature。Journal of Accounting Literature,29,143-165。  new window
21.Li, Y. M.、Li, T.-Y.(2013)。Deriving market intelligence from microblogs。Decision Support Systems,55(1),206-217。  new window
22.Lin, C.-F.、Wang, S.-D.(2002)。Fuzzy support vector machines。IEEE Transactions on Neural Networks,13(2),464-471。  new window
23.Nizer, P. S. M.、Nievola, J. C.(2012)。Predicting published news effect in the Brazilian stock marke。Expert Systems with Applications,39(12),10674-10680。  new window
24.Mabu, S.、Hirasawa, K.、Obayashi, M.、Kuremoto, T.(2013)。Enhanced decision making mechanism of rule-based genetic network programming for creating stock trading signals。Expert Systems with Applications,40(16),6311-6320。  new window
25.Ryan, P.、Taffler, R. J.(2004)。Are economically significant stock returns and trading volumes driven by firm specific news releases?。Journal of Business Finance & Accounting,31(1/2),49-82。  new window
26.Premanode, B.、Toumazou, C.(2013)。Improving prediction of exchange rates using differential EMD。Expert Systems with Applications,40(1),377-384。  new window
27.Ranco, G.、Aleksovski, D.、Caldarelli, G.、Grčar, M.、Mozetič, I.(2015)。The effects of Twitter sentiment on stock price returns。PLoS ONE,10(9),e0138441。  new window
28.Schumaker, Robert P.、Chen, Hsinchun(2009)。Textual analysis of stock market prediction using breaking financial news: the AZFin text system。ACM Transactions on Information Systems,27(2),1-19。  new window
29.Sermpinis, G.、Laws, J.、Karathanasopoulos, A.、Dunis, C. L.(2012)。Forecasting and trading the EUR/USD exchange rate with gene expression and psi sigma neural networks。Expert Systems with Applications,39(10),8865-8877。  new window
30.Weng, B.、Ahmed, M. A.、Megahed, F. M.(2017)。Stock market one-day ahead movement prediction using disparate data sources。Expert Systems With Applications,79,153-163。  new window
31.Wu, D.、Fung, G. P. C.、Yu, J. X.、Pan, Q.(2009)。Stock prediction: An event-driven approach based on bursty keywords。Frontiers Computer Science in China,3(2),145-157。  new window
32.Yu, H.、Nartea, G. V.、Gan, C.、Yao, L. J.(2013)。Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets。International Review of Economics and Finance,25,356-371。  new window
33.Fama, Eugene F.(1991)。Efficient Capital Markets。Journal of Finance,46(5),1575-1617。  new window
34.Zadeh, Lotfi Asker(1965)。Fuzzy sets。Information and Control,8(3),338-353。  new window
35.Blei, David M.、Ng, Andrew Y.、Jordan, Michael I.(2003)。Latent Dirichlet allocation。Journal of Machine Learning Research,3(4/5),993-1022。  new window
36.Walczak, S.(2001)。An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks。Journal of Management Information Systems,17(4),203-222。  new window
會議論文
1.Si, J.、Mukherjee, A.、Liu, B.、Li, Q.、Li, H.、Deng, X.(2013)。Exploiting Topic based Twitter Sentiment for Stock Prediction。The 51st Annual Meeting of the Association for Computational Linguistics。The Association for Computer Linguistics。24-29。  new window
2.Shi, Y.、Eberhart, R. C.(1998)。A modified particle swarm optimizer。IEEE Congress on Evolutionary Computation,IEEE Service Center 69-73。  new window
3.Kennedy, J.、Eberhart, R. C.(1995)。Particle swarm optimization。The IEEE International Conference on Neural Networks,(會議日期: 1995/11/27-1995/12/01),1942-1948。  new window
4.Kennedy, J.、Eberhart, R. C.(1997)。A discrete binary version of the particle swarm algorithm。1997 IEEE International Conference on Systems, Man, and Cybernetics,(會議日期: 1997/10/12)。Orlando, FL:Computational Cybernetics and Simulation。4104-4108。  new window
5.Day, M.-Y.、Lee, C.-C.(2016)。Deep learning for financial sentiment analysis on finance news providers。2016 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining。  new window
6.Vu, T. T.、Chang, S.、Ha, Q. T.、Collier, N.(2012)。An experiment in integrating sentiment features for tech stock prediction in Twitter。Workshop on Information Extraction and Entity Analytics on Social Media Data。The COLING 2012 Organizing Committee。23-38。  new window
圖書
1.Vapnik, V. N.(1995)。The Nature of Statistical Learning Theory。Springer-Verlag。  new window
圖書論文
1.Liu, B.、Zhang, L.(2012)。A survey of opinion mining and sentiment analysis。Mining Text Data。New York:Springer。  new window
2.Fung, G. P. C.、Yu, J. X.、Lam, W.(2002)。News sensitive stock trend prediction。Advances in Knowledge Discovery and Data Mining。  new window
 
 
 
 
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