News Analytics for Financial Decision Support

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  author =       "Viorel Milea",
  title =        "News Analytics for Financial Decision Support",
  school =       "Erasmus University Rotterdam",
  year =         "2013",
  address =      "Holland",
  month =        "7 " # feb,
  keywords =     "genetic algorithms, genetic programming, decision
                 support, finance, news analytics, semantic business
                 information systems, semantic web",
  isbn13 =       "978-90-5892-321-9",
  URL =          "",
  URL =          "",
  URL =          "",
  URL =          "",
  size =         "204 pages",
  abstract =     "This PhD thesis contributes to the newly emerged,
                 growing body of scientific work on the use of News
                 Analytics in Finance. Regarded as the next significant
                 development in Automated Trading, News Analytics
                 extends trading algorithms to incorporate information
                 extracted from textual messages, by translating it into
                 actionable, valuable knowledge. The thesis addresses
                 one main theme: the incorporation of news into trading
                 algorithms. This relates to three main tasks: i) the
                 extraction of the information contained in news, ii)
                 the representation of the information contained in
                 news, and iii) the aggregation of this information into
                 actionable knowledge. We validate our approach by
                 designing and implementing three semantic systems: a
                 system for the computational content analysis of
                 European Central Bank statements, a system for
                 incorporating news in stock trading strategies, and a
                 time-aware system for trading based on analyst
                 recommendations. The approach we choose for addressing
                 these tasks is an interdisciplinary one. For the
                 extraction of information from news we rely on
                 approaches borrowed from Computer Science and
                 Linguistics. The representation of the information
                 contained in news is realized by using, and extending,
                 the state-of-the-art in Semantic Web technology. We do
                 this by bringing together insights from Logics,
                 Metaphysics, and Computational Semantics. The
                 aggregation of information is done by using techniques
                 and results from Computational Intelligence and
  notes =        "Supervisor Uzay Kaymak",

Genetic Programming entries for Viorel Milea