News impact on stock price return via sentiment analysis

  title={News impact on stock price return via sentiment analysis},
  author={Xiaodong Li and Haoran Xie and Li Chen and Jianping Wang and Xiaotie Deng},
  journal={Knowl.-Based Syst.},
Financial news articles are believed to have impacts on stock price return. Previous works model news pieces in bag-of-words space, which analyzes the latent relationship between word statistical patterns and stock price movements. However, news sentiment, which is an important ring on the chain of mapping from the word patterns to the price movements, is rarely touched. In this paper, we first implement a generic stock price prediction framework, and plug in six different models with different… CONTINUE READING
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