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Forecasting stock prices using sentiment information in annual reports - A neural network and support vector regression approach
13 references·2 citing·52 second hopsampled
Forecasting stock prices using sentiment information in annual reports - A neural network and support vector regression approach (2013)Forecasting stock prices using sentiment …Evaluating Sentiment in Annual Reports for Financial Distress Prediction Using Neural Networks and Support Vector Machines (2013)Evaluating Sentiment in Annua…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach (2010)The Information Content of Fo…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…A TSK type fuzzy rule based system for stock price prediction (2006)A TSK type fuzzy rule based s…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Forecasting the KLSE index using neural networks (2002)Forecasting the KLSE index us…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Price variations in a stock market with many agents (1997)Price variations in a stock m…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…The President's Letter to Stockholders: An Examination of Corporate Communication Strategy (1992)The President's Letter to Sto…Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration (1992)Predictable Stock Returns in …Literature review: Machine learning techniques applied to financial market prediction (2019)Literature review: Machine le…The Influence of CEO Letters’ Tone on Financial Indicators of the Company (2017)The Influence of CEO Letters’…Book Review: Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Application of support vector machines in financial time series forecasting (2001)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)BUSINESS RESEARCH METHODS (PHƯƠNG PHÁP NGHIÊN CỨU TRONG KINH DOANH) (2023)Human behavior and the principle of least effort (1949)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Noise Trader Risk in Financial Markets (1990)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Market force, ecology and evolution (2002)Domestic Saving and International Capital Flows (1980)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? 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References

  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1998Forecasting with artificial neural networks:4,282 cited
  • 2003Financial time series forecasting using support vector machines1,746 cited
  • 2010The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach1,374 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration521 cited
  • 1997Price variations in a stock market with many agents398 cited
  • 2006A TSK type fuzzy rule based system for stock price prediction320 cited
  • 1992The President's Letter to Stockholders: An Examination of Corporate Communication Strategy257 cited
  • 2013Evaluating Sentiment in Annual Reports for Financial Distress Prediction Using Neural Networks and Support Vector Machines43 cited
  • 2002Forecasting the KLSE index using neural networks40 cited

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  • 2019Literature review: Machine learning techniques applied to financial market prediction

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585 cited
  • 2017The Influence of CEO Letters’ Tone on Financial Indicators of the Company12 cited