El efecto de las noticias financieras en el mercado de la Bolsa
- Fernández Arufe, Josefa E. (dir.)
- Rojo García, José Luis (dir.)
- Moyano Pesquera, Pedro Benito (coord.)
- Somarriba Arechavala, Noelia (coord.)
Publisher: Asociación Española de Economía Aplicada, ASEPELT
ISBN: 84-96477-93-2
Year of publication: 2007
Volume Title: Área VII : Métodos cuantitativos
Volume: 7
Pages: 610-622
Congress: ASEPELT España. Reunión anual (21. 2007. Valladolid)
Type: Conference paper
Abstract
The main of this work is to build a model to predict the evolution of the prices of the stock market by looking at appeared news articles. To this end, some features of news articles are chosen using the latest developments in Natural Language Processing. A predictive model is then constructed as a feedforward neural network trained using this templates as inputs and the reaction of the stock market as output. The model has been tested with a data set of news articles for which results are better than random walk.