Text Analysis System for Measuring the Influence of News Articles on Intraday Price Changes in Financial Markets

2016 ◽  
pp. 341-348 ◽  
Author(s):  
Keiichi Goshima ◽  
Hiroshi Takahashi
Keyword(s):  
Financial Markets ◽  
Text Analysis ◽  
Price Changes ◽  
Analysis System

Limit theorems and price changes in financial markets

1998 ◽  
Vol 77 (5) ◽  
pp. 1353-1356
Author(s):  
Rosario N. Mantegna, H. Eugene Stanley
Keyword(s):  
Financial Markets ◽  
Limit Theorems ◽  
Price Changes

DARR: A Free-text Analysis System for the Automatic Documentation of Radiological Reports

1977 ◽  
Vol 16 (03) ◽  
pp. 144-153 ◽  
Author(s):  
E. Vaccari ◽  
W. Delaney ◽  
A. Chiesa
Keyword(s):  
Natural Language ◽  
Text Analysis ◽  
Automatic Documentation ◽  
Free Text ◽  
Software System ◽  
Automatic Translation ◽  
Radiological Report ◽  
Analysis System ◽  
Content Processing

A software system for the automatic free-text analysis and retrieval of radiological reports is presented. Such software involves: (1) automatic translation of the specific natural language in a formalized metalanguage in order to transform the radiological report in a »normalized report« analyzable by computer; (2) content processing of the normalized report to select desired information. The approach used to accomplish point (1) is described in detail referring to a specific application.

A Medical Text Analysis System for German - Syntax Analysis

1991 ◽  
Vol 30 (04) ◽  
pp. 275-283 ◽  
Author(s):  
P. M. Pietrzyk
Keyword(s):  
Text Analysis ◽  
Free Text ◽  
New Approach ◽  
Syntax Analysis ◽  
Medical Text ◽  
Medical Language ◽  
Computerized Processing ◽  
Language Data ◽  
Analysis System ◽  
German Syntax

Abstract:Much information about patients is stored in free text. Hence, the computerized processing of medical language data has been a well-known goal of medical informatics resulting in different paradigms. In Gottingen, a Medical Text Analysis System for German (abbr. MediTAS) has been under development for some time, trying to combine and to extend these paradigms. This article concentrates on the automated syntax analysis of German medical utterances. The investigated text material consists of 8,790 distinct utterances extracted from the summary sections of about 18,400 cytopathological findings reports. The parsing is based upon a new approach called Left-Associative Grammar (LAG) developed by Hausser. By extending considerably the LAG approach, most of the grammatical constructions occurring in the text material could be covered.

scholarly journals The Impact Of Defeasance On Bond Prices

2011 ◽  
Vol 4 (3) ◽  
pp. 15
Author(s):  
James A. Seifert ◽  
David E. Mielke
Keyword(s):  
Financial Markets ◽  
Corporate Debt ◽  
Bond Prices ◽  
Price Changes ◽  
Before And After ◽  
Time Periods ◽  
Changes In Risk ◽  
The Impact

This study reports on the financial markets reaction to the defeasance of corporate debt and whether the market perceives a changes in risk as a result of this activity. The prices of seventeen bonds both before and after defeasance were analyzed using t-tests to determine if any significant price changes related to the act of defeasance occurred between these two time periods. Contrary to what might be expected no significant differences were found.

scholarly journals Speculators, Prices, and Market Volatility

2016 ◽  
Vol 51 (5) ◽  
pp. 1545-1574 ◽  
Author(s):  
Celso Brunetti ◽  
Bahattin Büyükşahin ◽  
Jeffrey H. Harris
Keyword(s):  
Natural Gas ◽  
Financial Markets ◽  
Crude Oil ◽  
Hedge Funds ◽  
Futures Markets ◽  
Hedge Fund ◽  
Market Volatility ◽  
Price Changes ◽  
Oil And Natural Gas ◽  
Price Trends

We use data from 2005–2009 that uniquely identify categories of traders to test how speculators such as hedge funds and swap dealers relate to volatility and price changes. In examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets. To the contrary, hedge fund position changes are negatively related to volatility in corn, crude oil, and natural gas futures markets. Additionally, swap dealer activity is largely unrelated to contemporaneous volatility. Our evidence is consistent with the hypothesis that hedge funds provide valuable liquidity and largely serve to stabilize futures markets.

scholarly journals Martingales, Efficient Market Hypothesis and Kolmogorov’s Complexity Theory

2011 ◽  
Vol 2 (6) ◽  
pp. 252-258
Author(s):  
Amaresh Das
Keyword(s):  
Time Series ◽  
Financial Markets ◽  
Stock Returns ◽  
Complexity Theory ◽  
Efficient Market Hypothesis ◽  
Market Theory ◽  
Efficient Market ◽  
Price Changes ◽  
Efficient Market Theory ◽  
Theoretical Considerations

Efficient market theory states that financial markets can process information instantly. Empirical observations have challenged the stricter form of the efficient market hypothesis (EMH). These empirical observations and theoretical considerations show that price changes are difficult to predict if one starts from the time series of price changes. This paper provides an explanation in terms of algorithmic complexity theory of Kolmogorov that makes a clearer connection between the efficient market hypothesis and the unpredictable character of stock returns.

scholarly journals Towards a text analysis system for political debates

2016 ◽  
Author(s):  
Dieu-Thu Le ◽  
Ngoc Thang Vu ◽  
Andre Blessing
Keyword(s):  
Text Analysis ◽  
Political Debates ◽  
Analysis System
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