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題名 Predicting trends of stock prices with text classification techniques
作者 Chen, Jiun Da;Wang, T.-P.;Liu, Chao-Lin
陳俊達;劉昭麟
貢獻者 資科系
關鍵詞 Aggregate demands; Bayesian model; Hybrid model; K-nearest neighbors; Stock price prediction; Stock trading; Taiwan stock markets; Text classification; Bayesian networks; Classification (of information); Commerce; Computational linguistics; Costs; Forecasting; Investments; Profitability; Speech processing; Text processing; Aggregates
日期 2007
上傳時間 13-Jul-2015 15:35:48 (UTC+8)
摘要 Stocks` closing price levels can provide hints about investors` aggregate demands and aggregate supplies in the stock trading markets. If the level of a stock`s closing price is higher than its previous closing price, it indicates that the aggregate demand is stronger than the aggregate supply in this trading day. Otherwise, the aggregate demand is weaker than the aggregate supply. It would be profitable if we can predict the individual stock`s closing price level. For example, in case that one stock`s current price is lower than its previous closing price. We can do the proper strategies(buy or sell) to gain profit if we can predict the stock`s closing price level correctly in advance. In this paper, we propose and evaluate three models for predicting individual stock`s closing price in the Taiwan stock market. These models include a naïve Bayes model, a k-nearest neighbors model, and a hybrid model. Experimental results show the proposed methods perform better than the NewsCATS system for the "UP" and "DOWN" categories.
關聯 Proceedings of the 19th Conference on Computational Linguistics and Speech Processing, ROCLING 2007
19th Conference on Computational Linguistics and Speech Processing, ROCLING 2007,6 September 2007 through 7 September 2007,Taipei
資料類型 conference
dc.contributor 資科系-
dc.creator (作者) Chen, Jiun Da;Wang, T.-P.;Liu, Chao-Lin-
dc.creator (作者) 陳俊達;劉昭麟-
dc.date (日期) 2007-
dc.date.accessioned 13-Jul-2015 15:35:48 (UTC+8)-
dc.date.available 13-Jul-2015 15:35:48 (UTC+8)-
dc.date.issued (上傳時間) 13-Jul-2015 15:35:48 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/76500-
dc.description.abstract (摘要) Stocks` closing price levels can provide hints about investors` aggregate demands and aggregate supplies in the stock trading markets. If the level of a stock`s closing price is higher than its previous closing price, it indicates that the aggregate demand is stronger than the aggregate supply in this trading day. Otherwise, the aggregate demand is weaker than the aggregate supply. It would be profitable if we can predict the individual stock`s closing price level. For example, in case that one stock`s current price is lower than its previous closing price. We can do the proper strategies(buy or sell) to gain profit if we can predict the stock`s closing price level correctly in advance. In this paper, we propose and evaluate three models for predicting individual stock`s closing price in the Taiwan stock market. These models include a naïve Bayes model, a k-nearest neighbors model, and a hybrid model. Experimental results show the proposed methods perform better than the NewsCATS system for the "UP" and "DOWN" categories.-
dc.format.extent 176 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Proceedings of the 19th Conference on Computational Linguistics and Speech Processing, ROCLING 2007-
dc.relation (關聯) 19th Conference on Computational Linguistics and Speech Processing, ROCLING 2007,6 September 2007 through 7 September 2007,Taipei-
dc.subject (關鍵詞) Aggregate demands; Bayesian model; Hybrid model; K-nearest neighbors; Stock price prediction; Stock trading; Taiwan stock markets; Text classification; Bayesian networks; Classification (of information); Commerce; Computational linguistics; Costs; Forecasting; Investments; Profitability; Speech processing; Text processing; Aggregates-
dc.title (題名) Predicting trends of stock prices with text classification techniques-
dc.type (資料類型) conferenceen