TY - GEN
T1 - Incorporate domain knowledge into support vector machine to classify price impacts of unexpected news
AU - Yu, Ting
AU - Jan, Tony
AU - Debenham, John
AU - Simoff, Simeon
PY - 2005
Y1 - 2005
N2 - We present a novel approach for providing approximate answers to classifying news events into simple three categories. The approach is based on the authors' previous research: incorporating domain knowledge into machine learning [1], and initially explore the results of its implementation for this particular field. In this paper, the process of constructing training datasets is emphasized, and domain knowledge is utilized to pre-process the dataset. The piecewise linear fitting etc. is used to label the outputs of the training datasets, which is fed into a classifier built by support vector machine, in order to learn the interrelationship between news events and volatility of the given stock price.
AB - We present a novel approach for providing approximate answers to classifying news events into simple three categories. The approach is based on the authors' previous research: incorporating domain knowledge into machine learning [1], and initially explore the results of its implementation for this particular field. In this paper, the process of constructing training datasets is emphasized, and domain knowledge is utilized to pre-process the dataset. The piecewise linear fitting etc. is used to label the outputs of the training datasets, which is fed into a classifier built by support vector machine, in order to learn the interrelationship between news events and volatility of the given stock price.
UR - http://www.scopus.com/inward/record.url?scp=84884333839&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84884333839
SN - 1863657169
SN - 9781863657167
T3 - AusDM 2005 Proc. - 4th Australasian Data Mining Conf. - Collocated with the 18th Australian Joint Conf. on Artificial Intelligence, AI 2005 and the 2nd Australian Conf. on Artifical Life, ACAL 2005
SP - 1
EP - 11
BT - AusDM 2005 Proc. - 4th Australasian Data Mining Conf. - Collocated with the 18th Australian Joint Conf. on Artificial Intelligence, AI 2005 and the 2nd Australian Conf. on Artificial Life, ACAL 2005
T2 - 4th Australasian Data Mining Conference, AusDM 2005 - Collocated with the 18th Australian Joint Conference on Artificial Intelligence, AI 2005 and the 2nd Australian Conference on Artificial Life, ACAL 2005
Y2 - 5 December 2005 through 6 December 2005
ER -