A framework for Web news items analysis in relation to share prices

Robert Max Van Essen; Viorel Milea; Flavius Frasincar

doi:10.1109/CIFEr.2014.6924073

A framework for Web news items analysis in relation to share prices

Robert Max Van Essen, Viorel Milea^*, Flavius Frasincar

^*Corresponding author for this work

Econometrics

Research output: Chapter/Conference proceeding › Conference proceeding › Academic › peer-review

2 Citations (Scopus)

Abstract

We present a general approach for Web news items analysis in relation to stock prices. The framework that we introduce provides the ability to study the impact of events extracted from news on stock prices. The relation between events and price is quantified in terms of the i) paired-samples t-Test, ii) McNemar's test, and iii) confidence and support. The extraction, representation, and visualization of data are key components of the proposed framework. The validation of the framework is based on three case studies, involving Tesco, Shell, and British Petroleum, and the price reaction(s) to different news events.

Original language	English
Title of host publication	2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings
Editors	Rui Jorge Almeida, Dietmar Maringer, Vasile Palade, Antoaneta Serguieva
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	197-202
Number of pages	6
ISBN (Electronic)	9781479923809
DOIs	https://doi.org/10.1109/CIFEr.2014.6924073
Publication status	Published - 14 Oct 2014
Event	2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2014 - London, United Kingdom Duration: 27 Mar 2014 → 28 Mar 2014

Publication series

Series	IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Conference

Conference	2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2014
Country/Territory	United Kingdom
City	London
Period	27/03/14 → 28/03/14

Bibliographical note

Publisher Copyright:
© 2014 IEEE.

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10.1109/CIFEr.2014.6924073

Cite this

Van Essen, R. M., Milea, V., & Frasincar, F. (2014). A framework for Web news items analysis in relation to share prices. In R. J. Almeida, D. Maringer, V. Palade, & A. Serguieva (Eds.), 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings (pp. 197-202). Article 6924073 Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CIFEr.2014.6924073

Van Essen, Robert Max ; Milea, Viorel ; Frasincar, Flavius. / A framework for Web news items analysis in relation to share prices. 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. editor / Rui Jorge Almeida ; Dietmar Maringer ; Vasile Palade ; Antoaneta Serguieva. Institute of Electrical and Electronics Engineers Inc., 2014. pp. 197-202 (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

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Van Essen, RM, Milea, V & Frasincar, F 2014, A framework for Web news items analysis in relation to share prices. in RJ Almeida, D Maringer, V Palade & A Serguieva (eds), 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings., 6924073, Institute of Electrical and Electronics Engineers Inc., IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr), pp. 197-202, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2014, London, United Kingdom, 27/03/14. https://doi.org/10.1109/CIFEr.2014.6924073

A framework for Web news items analysis in relation to share prices. / Van Essen, Robert Max; Milea, Viorel; Frasincar, Flavius.
2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. ed. / Rui Jorge Almeida; Dietmar Maringer; Vasile Palade; Antoaneta Serguieva. Institute of Electrical and Electronics Engineers Inc., 2014. p. 197-202 6924073 (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

Research output: Chapter/Conference proceeding › Conference proceeding › Academic › peer-review

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Van Essen RM, Milea V, Frasincar F. A framework for Web news items analysis in relation to share prices. In Almeida RJ, Maringer D, Palade V, Serguieva A, editors, 2014 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr Proceedings. Institute of Electrical and Electronics Engineers Inc. 2014. p. 197-202. 6924073. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)). doi: 10.1109/CIFEr.2014.6924073

A framework for Web news items analysis in relation to share prices

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