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A Volatility Of Stock Data And Announcement Oriented Information Extraction And Display System

Posted on:2011-03-27Degree:MasterType:Thesis
Country:ChinaCandidate:J R LiaoFull Text:PDF
GTID:2199330338983121Subject:Software engineering
Abstract/Summary:PDF Full Text Request
Nowadays brokerage companies provide a variety of real-time information to users through kinds of full-featured stock trading systems, as a more comprehensive basis for judging the investment transactions, which can greatly reduce the time of investment decisions making for users. However its shortage results in making only the current technical and financial analysis on stocks selection, which make neither the horizontal stock selection, nor the selection and search on current announcements of companies every day. It is important to realize these two functions to enhance the analysis efficient for investors. Base on the idea of Convenience and Professional,we advance a system called SIAS, Stock Information Analysis System to realize the acquisition and processing of stock information by using text mining and compiler theory.In this paper, we analyze the information of stock volatility and the unique characteristics of text in the announcements by using concept and knowledge of scripts design based on compiler theory and text mining to improve the modules mentioned above. And we focus on four aspects of "Information Access","Formation of Valuable Information ", "Reading" and "Selection", trying to create a more convenient and professional SIAS system for users. Therefore we build three function modules in SIAS. The first one,"Information Source", is mainly access and storage of announcement texts. The second one,"Access of Valuable Information", realizes formulas, technical indicators and statistical functions applied to fluctuations data in technical analysis and portfolio management. We extract financial data by reading announcements to serve the stock selection function. And the CAS system is used to find keywords in announcements, set keywords'weight, fetch information in forms, and provide summary reading of announcements by writing scripts. The last one is the User layer, which provides a platform of reading and writing strategies by calling functions in SIAS.The results show that SIAS system can be a very good information collection, selection, sorting, filtering and analysis system by using the technology of text mining to help investors obtain greater wealth in the stock market and enrich the research and application of technical analysis of stock.
Keywords/Search Tags:Text Mining, SIAS, Access of Valuable Information, Announcement Reading, Stock Selection
PDF Full Text Request
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