An ontology based framework for mining dependence relationships between news and financial instruments |
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| Authors: | Shanshan Wang Kaiquan Xu Long Liu Bing Fang Shaoyi Liao Huaiqing Wang |
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| Affiliation: | 1. College of Computer Science, Inner Mongolia University, 235 West University Avenue, Hohhot, PR China;2. Department of Information Systems, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon, Hong Kong, PR China;1. School of Computer and Information, Hefei University of Technology, Hefei, Anhui, China;2. Department of Computer Science, University of Houston, Houston, TX, USA;1. Camel Reproduction Centre, PO Box 79914, Dubai, United Arab Emirates;2. Smithsonian Conservation Biology Institute, Center for Species Survival, Front Royal, VA, USA;3. Emirates Industries for Camel Milk and Products (EICMP), Dubai, United Arab Emirates;1. East Japan Railway Co, 2-479, Nisshin-cho, Kita-ku, Saitama, 331-8513, JAPAN;2. East Japan Railway Co, 2-2, Yoyogi, Shibuya-ku, Tokyo, 151-8578, JAPAN |
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| Abstract: | Before news is input into financial trading algorithms/models, it needs human judgements for exploring the market implications of news content, distinguishing significance extent of news, and finding out the impact of polar type of each kind of news on certain financial instrument trading activity. But Dawes and Faust (1989) reported that people usually rely on clinical judgements, especially it is hard for them to distinguish valid decision variables from invalid ones in decision making. Thus, in order to alleviate this problem and provide more objective decision making support about news in financial market, an ontology based framework is proposed, for investigating the actuarial dependence relationships between news and financial instruments trading activities as well as identifying more valid news for trading decision making. This framework is expected to help people in financial market how to consider weight for each kind of news when inputted in trading algorithms/models of certain financial instruments. |
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