A Design for Commonsense Knowledge Enhanced High-Frequency Market Analysis System

Chen, Kun1; Wang, Huaiqing1; Yin, Jian2; Xie, Dejun1

10.1007/978-3-642-54900-7_62

2014

18761119

MULTIMEDIA AND UBIQUITOUS ENGINEERING

308

437-443

Zhangjiajie, China

233 SPRING STREET, NEW YORK, NY 10013, UNITED STATES

SPRINGER

To identify the impacts of public news on security market, we propose a common-sense knowledge supported news analysis method, and design a system architecture for the news incorporated market analysis system. The graph model of common-sense knowledge is used to extend the news feature set by a random walk method. News indicators including news sentiment and news relevance are measured by common-sense knowledge supported text mining techniques. Based on these ideas, we develop a prototype system and examine the intra-day market reactions to public news on Hong Kong stock market. Our finds have shown the effectiveness of using common-sense knowledge and news in the market analysis domain. It is our belief that the common-sense knowledge incorporated market analysis system would be great helpful to market surveillance bureaus, traders and investors on the security market.

commonsense knowledge market analysis system design

第一 ; 通讯

英语

CPCI-S ; EI

Computer Science

Computer Science, Information Systems ; Computer Science, Theory & Methods

WOS:000342986500062

20151100635907

Commerce ; Design ; Systems analysis

Systems Science:961

Web of Science

1.South Univ Sci & Technol, Dept Financial Math & Engn, 1088 Xueyuan Blvd, Shenzhen 518055, Guandong, Peoples R China
2.Univ Hong Kong, Dept Elect & Elect Engn, Hong Hom, Hong Kong, Peoples R China

Chen, Kun,Wang, Huaiqing,Yin, Jian,et al. A Design for Commonsense Knowledge Enhanced High-Frequency Market Analysis System[C]. 233 SPRING STREET, NEW YORK, NY 10013, UNITED STATES:SPRINGER,2014:437-443.