@inproceedings{b4a1c26c1a18458398a15821dc1a277f,
title = "A design for commonsense knowledge enhanced high-frequency market analysis system",
abstract = "To identify the impacts of public news on security market, we propose a common-sense knowledge supported news analysis method, and design a system architecture for the news incorporated market analysis system. The graph model of common-sense knowledge is used to extend the news feature set by a random walk method. News indicators including news sentiment and news relevance are measured by common-sense knowledge supported text mining techniques. Based on these ideas, we develop a prototype system and examine the intra-day market reactions to public news on Hong Kong stock market. Our finds have shown the effectiveness of using common-sense knowledge and news in the market analysis domain. It is our belief that the common-sense knowledge incorporated market analysis system would be great helpful to market surveillance bureaus, traders and investors on the security market.",
keywords = "Commonsense knowledge, Market analysis, System design",
author = "Kun Chen and Huaiqing Wang and Jian Yin and Dejun Xie",
note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 2014.; FTRA 8th International Conference on Multimedia and Ubiquitous Engineering, MUE 2014 ; Conference date: 28-05-2014 Through 31-05-2014",
year = "2014",
doi = "10.1007/978-3-642-54900-7_62",
language = "English",
series = "Lecture Notes in Electrical Engineering",
publisher = "Springer Verlag",
pages = "437--443",
editor = "Joon-Min Gil and Shu-Ching Chen and Yen, {Neil Y.} and Park, {James J.}",
booktitle = "Multimedia and Ubiquitous Engineering",
}