The Conception of Stock Price Volatility Analysis System Based on News Events
Authors
Liu Xin, Sheng Mingcai, Huang Xi, Su Ganya
Corresponding Author
Su Ganya
Available Online 2 April 2020.
- DOI
- 10.2991/assehr.k.200331.002How to use a DOI?
- Keywords
- news events, stock price volatility, factor of corpus, text segmentation
- Abstract
News events are one of the factors influencing stock price fluctuations. The analysis system proposed in this paper quantifies the influence of historical news events into “limitation period” and “stock price fluctuation range”, predicts the possible impact of real-time news events on stock price, and gives the limitation period and stock price fluctuation range. Keyword factors are used to link historical news events with real-time news events.
- Copyright
- © 2020, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Liu Xin AU - Sheng Mingcai AU - Huang Xi AU - Su Ganya PY - 2020 DA - 2020/04/02 TI - The Conception of Stock Price Volatility Analysis System Based on News Events BT - Proceedings of the 5th International Conference on Social Sciences and Economic Development (ICSSED 2020) PB - Atlantis Press SP - 7 EP - 10 SN - 2352-5398 UR - https://doi.org/10.2991/assehr.k.200331.002 DO - 10.2991/assehr.k.200331.002 ID - Xin2020 ER -