英国大学课件PPT新闻分析在金融中的应用 Applications of news analytics in finance.pptVIP

下载本文档

0
0
约2.24万字
约 67页
2019-09-09 发布于江西
举报
版权申诉

英国大学课件PPT新闻分析在金融中的应用 Applications of news analytics in finance.ppt

1、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。。
2、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
4、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
5、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
6、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
7、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

3. Post trade analysis (reporting). 4. Refine fundamental research ( results /figures) 5. Use by regulator/public body (government treasuries) to take a prior view of the “impact” of (economic and other) announcements Desirable Industry Applications Outline Introduction News data Data sources Pre analysis of data Determining sentiment scores General overview Das and Chen Lo Models and applications in summary form (abnormal) Returns Volatility and risk control Desirable industry applications Summary and discussions Summary discussions Applications of (semi-)automated news analytics in finance are growing in importance. Pay back can be substantial to: Investment Managers Traders Internal Risk Auditors Regulators Knowledge and Skills from three different disciplines: Information Systems. Artificial Intelligence. Financial Engineering quantitative modelling(including behavioural finance). are required in various degrees to progress the field/make substantial impact. Summary discussions THANK YOU FOR YOUR ATTENTION …ANY QUESTIONS…? Das and Chen 5. Bayesian classifier Given the class of each message in the training set we can determine the frequency with which a lexical word appears in a particular class. For a new message we are able to compute the probability it falls within a particular class given its component lexicon words The message is classified as being from the category with the highest probability. Voting scheme … final classification based on achieving majority amongst classifiers Reduces number of messages classified Enhances classification accuracy Das and Chen Ambiguity - stock message boards messages often highly ambiguous Use General Inquirer … determine optimism score Filter in and consider only most highly optimistic stories in positive category Filter in and consider only the most highly pessimistic scores in the negative category Number of false positive in classification declines Disagreement – 0 no disagreement; 1 high disagreement Das