Text-Mining in Streams of Textual Data Using Time Series Applied to Stock Market
| dc.contributor.author | Netolický, Pavel | |
| dc.contributor.author | Petrovský, Jonáš | |
| dc.contributor.author | Dařena, František | |
| dc.date.accessioned | 2021-07-02T00:02:15Z | |
| dc.date.available | 2021-07-02T00:02:15Z | |
| dc.date.issued | 2018 | |
| dc.identifier | 43916215 | |
| dc.identifier.issn | 1211-8516 Sherpa/RoMEO, JCR | |
| dc.identifier.uri | https://repozitar.mendelu.cz/xmlui/handle/20.500.12698/1369 | |
| dc.description.abstract | 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 mining methods to discover if there is a connection between news articles and changes of the S&P 500 stock index. The index values and documents were divided into time windows according to the direction of the index value changes. We achieved a classification accuracy of 65-74 %. | en |
| dc.format | 1573-1580 | |
| dc.publisher | Mendelova univerzita v Brně | |
| dc.relation.ispartof | Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis | |
| dc.relation.uri | https://doi.org/10.11118/actaun201866061573 | |
| dc.rights | CC BY-NC-ND 4.0 | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.subject | machine learning | en |
| dc.subject | text mining | en |
| dc.subject | stock market | en |
| dc.subject | data stream | en |
| dc.title | Text-Mining in Streams of Textual Data Using Time Series Applied to Stock Market | en |
| dc.type | J_ČLÁNEK | |
| dc.date.updated | 2021-07-02T00:02:15Z | |
| dc.description.version | OA | |
| local.identifier.doi | 10.11118/actaun201866061573 | |
| local.identifier.scopus | 2-s2.0-85060693556 | |
| local.number | 6 | |
| local.volume | 66 | |
| local.identifier.obd | 43916215 | |
| local.identifier.e-issn | 2464-8310 | |
| dc.project.ID | GA16-26353S | |
| dc.project.ID | PEF_DP_2018002 | |
| dc.project.ID | Sentiment a jeho vliv na akciové trhy | |
| dc.project.ID | Dolování znalosti z kontinuálních textových zdrojů s měnícím se konceptem | |
| dc.identifier.orcid | Dařena, František 0000-0001-8892-4256 | |
| local.contributor.affiliation | PEF |
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