CLASSIFICATION OF MARKET NEWS AND PREDICTION OF MARKET TRENDS

P. Kroha, R. Nienhold

2010

Abstract

In this contribution we present our results concerning the influence of news on market trends. We processed stock news with a grammar-driven classification. We found some potentialities of market trend prediction and present promising experimental results. As a main result we present the fact that there are two points (altogether only two) representing the minimum of good news/bad news relation for two long-term trends breaking points (altogether only two) during the last 10 years and that both of these points representing news appear in both cases about six months before the long-term trend of markets changed.

Paper Citation

in Harvard Style

Kroha P. and Nienhold R. (2010). CLASSIFICATION OF MARKET NEWS AND PREDICTION OF MARKET TRENDS . In Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-989-8425-05-8, pages 187-192. DOI: 10.5220/0002867301870192

in Bibtex Style

@conference{iceis10,
author={P. Kroha and R. Nienhold},
title={CLASSIFICATION OF MARKET NEWS AND PREDICTION OF MARKET TRENDS},
booktitle={Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2010},
pages={187-192},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002867301870192},
isbn={978-989-8425-05-8},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - CLASSIFICATION OF MARKET NEWS AND PREDICTION OF MARKET TRENDS
SN - 978-989-8425-05-8
AU - Kroha P.
AU - Nienhold R.
PY - 2010
SP - 187
EP - 192
DO - 10.5220/0002867301870192