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Title: Does summarization help stock prediction? A news impact analysis
Author(s): Wang, Philips Fu Lee 
Xie, Haoran 
Author(s): Li, X.
Song, Y.
Zhu, S.
Li, Q.
Issue Date: 2015
Publisher: IEEE
Journal: IEEE Intelligent Systems 
Volume: 30
Issue: 3
Start page: 26
End page: 34
The authors study the problem of how news summarization can help stock price prediction, proposing a generic stock price prediction framework to enable the use of different external signals to predict stock prices. Experiments were conducted on five years of Hong Kong Stock Exchange data, with news reported by Finet; evaluations were performed at individual stock, sector index, and market index levels. The authors' results show that prediction based on news article summarization can effectively outperform prediction based on full-length articles on both validation and independent testing sets.
DOI: 10.1109/MIS.2015.1
CIHE Affiliated Publication: Yes
Appears in Collections:CIS Publication

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