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Currency Exchange Rate Forecasting from News Headlines (2002)  (Make Corrections)  (1 citation)
Desh Peramunetilleke, Raymond K. Wong
Thirteenth Australasian Database Conference (ADC2002)



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Abstract: Weinvestigatehowmoneymarketnewsheadlinescanbeusedtoforecastintradaycurrencyexchangerate movements.Theinnovationoftheapproachisthat,unlikeanalysisbasedonquantifiableinformation,the forecastsareproducedfromtextdescribingthecurrentstatusofworldfinancialmarkets,aswellaspoliticaland generaleconomicnews.Incontrasttonumerictimeseriesdatatextualdatacontainsnotonlytheeffect(e.g.,the dollarrisesagainsttheDeutschmark)butalsothepossiblecausesoftheevent(e.g.,becauseofaweakGerman... (Update)

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BibTeX entry:   (Update)

Desh Peramunetilleke and Raymond K. Wong. Currency exchange rate forecasting from news headlines. In Proceedings of the thirteenth Australasian conference on Database technologies, pages 131--139. Australian Computer Society, Inc., 2002. http://citeseer.ist.psu.edu/peramunetilleke02currency.html   More

@inproceedings{ peramunetilleke02currency,
    author = "Desh Peramunetilleke and Raymond K. Wong",
    title = "Currency Exchange Rate Forecasting From News Headlines",
    booktitle = "Thirteenth Australasian Database Conference (ADC2002)",
    publisher = "ACS",
    address = "Melbourne, Australia",
    editor = "Xiaofang Zhou",
    year = "2002",
    url = "citeseer.ist.psu.edu/peramunetilleke02currency.html" }
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