Identification of important news for exchange rate modeling
Associating the pattern in text data with the pattern with time series data is a novel task. In this paper, an approach that utilizes the features of the time series data and domain knowledge is proposed and used to identify the patterns for exchange rate modeling. A set of rules to identify the pat...
Guardado en:
| Autores principales: | , , |
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| Formato: | Objeto de conferencia |
| Lenguaje: | Inglés |
| Publicado: |
2006
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/23971 |
| Aporte de: |
| id |
I19-R120-10915-23971 |
|---|---|
| record_format |
dspace |
| institution |
Universidad Nacional de La Plata |
| institution_str |
I-19 |
| repository_str |
R-120 |
| collection |
SEDICI (UNLP) |
| language |
Inglés |
| topic |
Ciencias Informáticas Expert system tools and techniques Patterns |
| spellingShingle |
Ciencias Informáticas Expert system tools and techniques Patterns Zhang, Debbie Simoff, Simeon Debenham, John Identification of important news for exchange rate modeling |
| topic_facet |
Ciencias Informáticas Expert system tools and techniques Patterns |
| description |
Associating the pattern in text data with the pattern with time series data is a novel task. In this paper, an approach that utilizes the features of the time series data and domain knowledge is proposed and used to identify the patterns for exchange rate modeling. A set of rules to identify the patterns are firstly specified using domain knowledge.
The text data are then associated with the exchange rate data and pre- classified according to the trend of the time series. The rules are further refined by the characteristics of the pre-classified data. Classification solely based on time series data requires precise and timely data, which are difficult to obtain from financial market reports. On the other hand, domain knowledge is often very expensive to be acquired and often has a modest inter-rater reliability. The proposed method combines both methods, leading to a “grey box” approach that can handle the data with some time delay and overcome these drawbacks. |
| format |
Objeto de conferencia Objeto de conferencia |
| author |
Zhang, Debbie Simoff, Simeon Debenham, John |
| author_facet |
Zhang, Debbie Simoff, Simeon Debenham, John |
| author_sort |
Zhang, Debbie |
| title |
Identification of important news for exchange rate modeling |
| title_short |
Identification of important news for exchange rate modeling |
| title_full |
Identification of important news for exchange rate modeling |
| title_fullStr |
Identification of important news for exchange rate modeling |
| title_full_unstemmed |
Identification of important news for exchange rate modeling |
| title_sort |
identification of important news for exchange rate modeling |
| publishDate |
2006 |
| url |
http://sedici.unlp.edu.ar/handle/10915/23971 |
| work_keys_str_mv |
AT zhangdebbie identificationofimportantnewsforexchangeratemodeling AT simoffsimeon identificationofimportantnewsforexchangeratemodeling AT debenhamjohn identificationofimportantnewsforexchangeratemodeling |
| bdutipo_str |
Repositorios |
| _version_ |
1764820466441125888 |