Daily Prediction of Major Stock Indices from Textual WWW Data

By B. Wüthrich, D. Permunetilleke, Steven Leung, Vincent Cho, Jian Zhang, W. Lam. 1998

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Decision support from financial disclosures with deep neural networks and transfer learning (2017, background): “a source and predictive model, which we discuss in the following paragraphs. The text source can come in various forms such as, e.g., headlines of news stories [19], the content of newspaper articles [20, 11, 21, 22, 23] or company-specic disclosures [24, 6]. In addition, research widely conducts nu”
Asymmetric Roles of Advertising and Marketing Capability in Financial Returns to News: Turning Bad into Good and Good into Great (2013, background): “Although news articles about a firm can cover a variety of issues, both practitioners of algorithmic trading and academic researchers have widely employed a three-category model in analyzing and predicting news reports’ impact on stock returns (e.g., Fung, Yu, and Lam 2002; Mittermayer and Knolmayer”
The power of prediction with social media (2013, methodology): “The main challenges of the proposed methods lie in finding an automatic way to determine the best keywords and their associated weights to fit user-generated data to the ground truth available for training.”