Using News Articles to Predict Stock Price Returns

In this Knowledge Sharing article, Ricardo Herrmann, Luciano Tozato, Rodrigo Togneri, and Wei Lin outline a proposal to predict the changes in stock market prices from both structured (stock price time series) and unstructured (news articles) data. Both sources of information combined are analyzed so that the combined approach can be compared to the purely quantitative approach and understand the relationship between news' inferred sentiments and the prices of stocks they refer to.

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