Overview of quantitative news interpretation methods applied in financial market predictions

  • Miklós Vázsonyi

Abstract

This paper describes currently known methods of quantitative news interpretation applied in financial market predictions. Brief summaries are made regarding all the listed methods of automatic news interpretation, some commercial applications are mentioned and finally a conclusion is drawn about the usability and prospects of quantitative news analysis with statistical machine learning methods. The aim of this paper is to provide an overview on the related research activities performed so far and explore further research directions to improve the predictive capability of currently known methods.
Keywords: quantitative news interpretation, statistical machine learning, financial market prediction.
How to Cite
Vázsonyi, M. (2009) “Overview of quantitative news interpretation methods applied in financial market predictions”, Periodica Polytechnica Social and Management Sciences, 17(1), pp. 17-29. https://doi.org/10.3311/pp.so.2009-1.02.
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Articles