Text Classification Using Time Windows Applied to Stock Exchange

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F17%3A43912417" target="_blank" >RIV/62156489:43110/17:43912417 - isvavai.cz</a>

Result on the web

<a href="http://sdiwc.net/digital-library/text-classification-using-time-windows-applied-to-stock-exchangern" target="_blank" >http://sdiwc.net/digital-library/text-classification-using-time-windows-applied-to-stock-exchangern</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Text Classification Using Time Windows Applied to Stock Exchange

Original language description

Each day, a lot of text data is generated. This data comes from various sources and may contain valuable information. In this article, we use text classification to discover if there is a connection between textual documents (specifically Facebook posts) and changes of the S&amp;P 500 stock index. The index values and documents were divided into time windows according to the direction of the index value changes. In the first experiment, we used a batch processing approach to put the documents from all windows into one data set and a classification accuracy of 62% was achieved. In the second experiment, we used a data stream approach to divide documents into twelve data sets created from two neighboring windows and we achieved an accuracy of 68%. This indicates that posts, which companies write on their Facebook pages, are partially related to the performance of the stock index. Taking the concept change into account also enables better quantification of this relationship.

Czech name

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Czech description

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Type

J_ost - Miscellaneous article in a specialist periodical

CEP classification

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OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

<a href="/en/project/GA16-26353S" target="_blank" >GA16-26353S: Sentiment and its impact on stock markets</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of New Computer Architectures and Their Applications

ISSN

2412-3587

e-ISSN

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Volume of the periodical

7

Issue of the periodical within the volume

2

Country of publishing house

CN - CHINA

Number of pages

6

Pages from-to

62-67

UT code for WoS article

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EID of the result in the Scopus database

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