Questions tagged [nlp]

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1 answer
62 views

How to regard intraday volume in a sentiment study?

I am currently working on a sentiment study, which means I want to investigate the influence of sentiment on stock prices and trading volume. Regarding stock prices is relatively simple, I calculate ...
  • 111
0 votes
1 answer
60 views

Literature recommendations regarding sentiment in the stock market

I plan to write a paper about the influence of investors sentiment on the stock market. I would like to look specifically at the question of what has an impact on what: does sentiment influence ...
  • 111
2 votes
0 answers
43 views

Extract Qualitative information from annual report commentary and disclosure

Can anyone give idea on the value of latent information in annual report commentary and disclosure. It would be interesting to hear from analyst on how much time they spend reading through annual ...
  • 23
2 votes
0 answers
85 views

Are there any known text analysis NLP bots that read 8k filings, news, twits, articles - "understand" them and trade based on their derived meaning?

I want to build an NLP bot that "reads" and understands meaning and sentiment of articles, twits and trades on them. E.g. understand general sentiment of comments under important financial blog posts ...
  • 129
14 votes
8 answers
8k views

Sources of Machine Readable News

I'm starting on a project that involves correlating and forecasting Forex time series to news releases. I'm aware of sources such as Thomson Reuter's machine readable news and Dow Jone's Newswire ...
  • 500
31 votes
6 answers
9k views

Any research on how natural language processing can be used to forecast stocks?

Is there any published research of decent quality linking news or unstructured information to asset returns? I know that Thomson Reuters offers its Machine Readable news (MRN), so somebody must use it....
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