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Authors: P. Kroha ; K. Kröber and R. Janetzko

Affiliation: University of Technology, Germany

Keyword(s): Text mining, Text classification, Support vector machine, Market news classification, Market news classification in parallel.

Abstract: In this paper, we present a case study concerning the classification of text messages with the use of Support Vector Machines. We collected about 700.000 news and stated the hypothesis saying that when markets are going down then negative messages have a majority and when markets are going up then positive messages have a majority. This hypothesis is based on the assumption of news-driven behavior of investors. To check the hypothesis given above we needed to classify the market news. We describe the application of Support Vector Machines for this purpose including our experiments that showed interesting results. We found that the news classification has some interesting correlation with long-term market trends.

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Paper citation in several formats:
Kroha, P.; Kröber, K. and Janetzko, R. (2010). A CASE STUDY - Classification of Stock Exchange News by Support Vector Machines. In Proceedings of the 5th International Conference on Software and Data Technologies (ICSOFT 2010) - Volume 1: DMIA; ISBN 978-989-8425-22-5; ISSN 2184-2833, SciTePress, pages 331-336. DOI: 10.5220/0003043403310336

@conference{dmia10,
author={P. Kroha. and K. Kröber. and R. Janetzko.},
title={A CASE STUDY - Classification of Stock Exchange News by Support Vector Machines},
booktitle={Proceedings of the 5th International Conference on Software and Data Technologies (ICSOFT 2010) - Volume 1: DMIA},
year={2010},
pages={331-336},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003043403310336},
isbn={978-989-8425-22-5},
issn={2184-2833},
}

TY - CONF

JO - Proceedings of the 5th International Conference on Software and Data Technologies (ICSOFT 2010) - Volume 1: DMIA
TI - A CASE STUDY - Classification of Stock Exchange News by Support Vector Machines
SN - 978-989-8425-22-5
IS - 2184-2833
AU - Kroha, P.
AU - Kröber, K.
AU - Janetzko, R.
PY - 2010
SP - 331
EP - 336
DO - 10.5220/0003043403310336
PB - SciTePress