期刊名称：Inteligencia Artificial : Ibero-American Journal of Artificial Intelligence
印刷版ISSN：1137-3601
电子版ISSN：1988-3064
出版年度：2018
卷号：21
期号：61
页码：95-110
语种：English
出版社：Spanish Association for Intelligence Artificial
摘要：The paper presents the result of experiments that were designed with the goal of revealing the association between texts published in online environments (Yahoo! Finance, Facebook, and Twitter) and changes in stock prices of the corresponding companies at a micro level. The association between lexicon detected sentiment and stock price movements was not confirmed. It was, however, possible to reveal and quantify such association with the application of machine learning-based classification. From the experiments it was obvious that the data preparation procedure had a substantial impact on the results. Thus, different stock price smoothing, lags between the release of documents and related stock price changes, five levels of a minimal stock price change, three different weighting schemes for structured document representation, and six classifiers were studied. It has been shown that at least part of the movement of stock prices is associated with the textual content if a proper combination of processing parameters is selected.
