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Unveiling Market Sentiments: A Comprehensive Analysis of Stock Market Responses to Diverse News Events Using Data Mining Techniques

2024· article· en· W4391742553 on OpenAlexafffund
Sartaj Solaiman, B.M. Obaydur Rahman, Md. Fahim Arefin, Chowdhury Farhan Ahmed, Carson K. Leung, Evan W.R. Madill

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of CanadaUniversity of Manitoba
KeywordsStock marketStock (firearms)EarningsSentiment analysisVolatility (finance)Event studyOrder (exchange)BusinessFinancial economicsEconomicsComputer scienceAccountingFinanceArtificial intelligenceHistory

Abstract

fetched live from OpenAlex

In modern economics, one of the most talked-about subjects is stock market volatility. Numerous factors have a significant daily impact on the stock market. This study aims to determine the effects of various news events, such as interest rate hikes, inflation rate announcements, stock analyst rating changes, macroeconomic shifts, earnings reports, and so on. In order to do that, we take into account a number of significant corporations (such as AAPL, AMD, AMZN, GOOGL, INTC, META, MSFT, NFLX, NVDA, SHOP, and TSLA), compile historical stock data for these businesses, and connect it with various kinds of news events. The evaluation's findings indicate that various news sources have distinct effects on the stock prices of various companies. The outcomes show how data mining methods can be used to carry out an extensive analysis on stock market responses to diverse news events. Specifically, it unveils interesting market sentiments.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.004
Threshold uncertainty score0.005

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0040.002
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.341
GPT teacher head0.501
Teacher spread0.160 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2024
Admission routes2
Has abstractyes

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