Text-Mining in Streams of Textual Data Using Time Series Applied to Stock Market

Abstract

Each day, a lot of text data is generated. This data comes from various sources and may contain valuable information. In this article, we use text mining methods to discover if there is a connection between news articles and changes of the S&P 500 stock index. The index values and documents were divided into time windows according to the direction of the index value changes. We achieved a classification accuracy of 65-74 %.O

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