Stock Price Forecasting by Combining News Mining and Time Series Analysis

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1、2009IEEE/WIC/ACMInternationalConferenceonWebIntelligenceandIntelligentAgentTechnology-Workshops2009IEEE/WIC/ACMInternationalJointConferenceonWebIntelligenceandIntelligentAgentTechnologyStockPriceForecastingbyCombiningNewsMiningandTimeSeriesAnalysisXiangyuTang,ChunyuYang,JieZhouStateKeyLaboratoryo

2、nIntelligentTechnologyandSystemsTsinghuaNationalLaboratoryforInformationScienceandTechnology(TNList)DepartmentofAutomation,TsinghuaUniversity,Beijing,10084,Chinatangxy03@mails.thu.edu.cn,yangchunyu@mails.thu.edu.cn,jzhou@tsinghua.edu.cnAbstractthenthestockprices’changingcanbeforecastedbasedonboth

3、timeseriesanalysismethodsandthenewsanalysisStockpriceforecastinghasarousedgreatconcerninresults.WereferitNTF(NewsminingandTimeseriesresearchofeconomy,machinelearningandotherfields.analysisbasedForecasting)forshort.InNTF,textminingTimeseriesanalysismethodsareusuallyutilizedtodealisadaptedtoextracti

4、nformationrelatedtostockprices’withthistask.Inthispaper,weproposetocombinenewschanging.Firstly,weperformnormalTSAalgorithmonminingandtimeseriesanalysistoforecastinter-daystockstockpricesdataandobtaintheirforecastingresults,thenprices.Newsreportsareautomaticallyanalyzedwithtextaregression-function

5、istrainedtoquantifytheinformationminingtechniques,andthentheminingresultsareusedtoextractedinnewsminingandrepresentedbychosenfeatures,improvetheaccuracyoftimeseriesanalysisalgorithms.TheandtoindicatehowshouldthosequantifiedinformationbeexperimentalresultonahalfyearChinesestockmarketdataweightedand

6、addedtoTSAforecastingresultsforaccuracyindicatesthattheproposedalgorithmcanhelptoimproveimproving.Differencebetweenstockdataandimprovedtheperformanceofnormaltimeseriesanalysisinstockpriceresultisminimizedintrainingprocess.Thenweusetheforecastingsignificantly.Moreover,theproposedalgorithmregression

7、-functiontoimprovefuturenormalTSAforecastsalsoperformswellinstockpricetrendforecasting.withinformationextractedinincomingnews.NTFwastestedoneconomynewsandstockpricedatainChinese1.IntroductionShanghaistockmarketfromJanu