The Conception of Stock Price Volatility Analysis System Based on News Events

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/).

Download article (PDF)

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  -