The Wiley Finance Series : Handbook of News Analytics in Finance

BAM—VENTURE, COMPANY, MERGERS & ACQUISITIONS:A score that represents the news sentiment of the given story according to the ...

RP_STORY_ID—RAVENPACK UNIQUE STORY IDENTIFIER:An alphanumeric character identifier to uniquely identify each news story analyzed ...

(iii) Example of news data in tabular form Analytics file: data fields 1–8 Analytics file: data fields 9–23 Coding file: data fi ...

1.B REFERENCES Antweiler W.; Frank M. (2004) ‘‘Is all that talk just noise? The information content of stock message boards,’’Jo ...

Fang L.H.; Peress J. (forthcoming) ‘‘Media coverage and the cross-section of stock returns,’’ Journal of Finance. Graham M.; Nik ...

Loughran T.; McDonald B. (forthcoming) ‘‘When is a liability not a liability?’’Journal of Finance. Luss R.; d’Aspremont A. (2009 ...

A Team (2010)Machine Readable News and Algorithmic Trading, White Paper, Thomson Reuters and Market News International. Tetlock ...

...

PART I QUANTIFYING NEWS: ALTERNATIVE METRICS ...

...

Sanjiv R. Das ABSTRACT News analysis is defined as ‘‘the measurement of the various qualitative and quantitative attributes of t ...

the planet, the human race, still existed, and anything was possible. After all, if it were not for humans, history would always ...

We may think of news analytics at three levels: text, content, and context. The preceding applications are grounded intext. In o ...

one that reads political messages, or one that reads medical websites. In contrast, data-handling requirements become more domai ...

As is apparent, the program read my web page into a vector of text lines calledtext. We then examined the first four elements of ...

posting activity tapers off almost two-thirds of a day later. In Figure 2.3 we see how the content of discussion changes after a ...

activity on weekdays, but messages are longer on weekends when participants presum- ably have more time on their hands! An analy ...

2.3.2 Text pre-processing Text from public sources is dirty. Text from web pages is even dirtier. Algorithms are needed to under ...

The approach of the Bayes Classifier is to use a set of pre-classified messages to infer the category of new messages. It learns ...

The classification goal is to compute the most probable classcigiven any messagemj. Therefore, using the previously computed val ...