Leveraging State-of-the-Art Topic Modeling for News Impact Analysis on Financial Markets: A Comparative Study

• Published in: Electronics (Basel) Vol. 12; no. 12; p. 2605
• Main Authors: Chen, Weisi, Rabhi, Fethi, Liao, Wenqi, Al-Qudah, Islam
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.06.2023
• Subjects: Analysis; Big data; Comparative studies; Computational linguistics; Computing time; Data mining; Deep learning; Dirichlet problem; Finance; Financial markets; Impact analysis; Language processing; Methods; Modelling; Natural language interfaces; Natural language processing; News; Securities markets; Semantics; Sentiment analysis; Social networks; Subject specialists; China

News impact analysis has become a common task conducted by finance researchers, which involves reading and selecting news articles based on themes and sentiments, pairing news events and relevant stocks, and measuring the impact of selected news on stock prices. To facilitate more efficient news sel...