An Automated Framework for IncorporatingNews into Stock Trading Strategies
Product Description
Abstract—An Automated Framework for IncorporatingNews into Stock Trading Strategies. In this paper we present a framework for automatic < Final Year Projects > exploitation of news in stock trading strategies. Events are extracted from news messages presented in free text without annotations. We test the introduced framework by deriving trading strategies based on technical indicators and impacts of the extracted events. The strategies take the form of rules that combine technical trading indicators with a news variable, and are revealed through the use of genetic programming. We find that the news variable is often included in the optimal trading rules, indicating the added value of news for predictive purposes and validating our proposed framework for automatically incorporating news in stock trading strategies.
Video
View Demo
Including Packages
Our Specialization
Support Service
Statistical Report
satisfied customers
3,589
Freelance projects
983
sales on Site
11,021
developers
175+
Additional Information
| Domains | |
|---|---|
| Programming Language |
