Good news or bad news? Let the market decide

Moshe Koppel, Itai Shtrimberg

Research output: Contribution to conferencePaperpeer-review

35 Scopus citations

Abstract

News stories about publicly traded companies are labeled positive or negative according to price changes of the company stock. It is shown that models based on lexical features can distinguish good news from bad news with accuracy of about 70%. Unfortunately, this works only when stories are labeled according to cotemporaneous price changes but does not work when they are labeled according to subsequent price changes.

Original languageEnglish
Pages86-88
Number of pages3
StatePublished - 2005
Event2004 AAAI Spring Symposium - Stanford, CA, United States
Duration: 22 Mar 200424 Mar 2004

Conference

Conference2004 AAAI Spring Symposium
Country/TerritoryUnited States
CityStanford, CA
Period22/03/0424/03/04

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