Graph structured semantic representation and learning for financial news

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This study links stock prices of publicly traded companies with online financial news to predict direction of stock price change. Previous work shows this to be an extremely challenging problem. We develop a very high-dimensional representation for news about companies that encodes lexical, syntactic and frame semantic information in graphs. Use of a graph kernel to efficiently compare subgraphs for machine learning provides a uniform feature engineering framework that integrates semantic frames in document representation. Evaluated on a news web archive against two benchmarks, only our approach beats the majority class baseline, and with statistically significant results.

Original languageEnglish (US)
Title of host publicationProceedings of the 28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015
EditorsWilliam Eberle, Ingrid Russell
PublisherAAAI press
Pages237-240
Number of pages4
ISBN (Electronic)9781577357308
StatePublished - Jan 1 2015
Event28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015 - Hollywood, United States
Duration: May 18 2015May 20 2015

Publication series

NameProceedings of the 28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015

Other

Other28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015
CountryUnited States
CityHollywood
Period5/18/155/20/15

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence

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  • Cite this

    Xie, B., & Passonneau, R. J. (2015). Graph structured semantic representation and learning for financial news. In W. Eberle, & I. Russell (Eds.), Proceedings of the 28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015 (pp. 237-240). (Proceedings of the 28th International Florida Artificial Intelligence Research Society Conference, FLAIRS 2015). AAAI press.