کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
387661 660906 2012 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Predicting published news effect in the Brazilian stock market
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Predicting published news effect in the Brazilian stock market
چکیده انگلیسی

The Efficient Market Hypothesis states that the value of an asset is given by all information available in the present moment. However, there is no possibility that a single financial analyst be aware of all published news which refers to a collection of stocks in the moment they are published. Thus, a computer system that applies text mining techniques and the GARCH model for predicting the volatility of financial assets may helps analysts and simple investors classifying automatically the news which cause the higher impact on stock market behavior. This work has the goal of creating a method for analyzing Portuguese written news’s content about companies that have their stocks negotiated in a stock market and trying to predict what kind of effect these news will cause in the Brazilian stock market behavior. Also, it was demonstrated in this study that it is possible to find out whether certain news may cause a considerable impact on prices of a negotiated stock.


► Predicting effects published news in Brazilian stock market.
► Using volatility forecast model to identify interesting published news.
► Identifying interesting news of companies which assets negotiated in stock market.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 39, Issue 12, 15 September 2012, Pages 10674–10680
نویسندگان
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