Object

Title: Using text analysis for evaluating the behaviour of rates of return from the WIG20 index

Tytuł odmienny:

Wykorzystanie analizy tekstu do oceny zachowania stóp zwrotu indeksu WIG20

Autor:

Niedzielska, Ewelina

Opis:

Informatyka Ekonomiczna = Business Informatics, 2020, Nr 1 (55), s. 69-79

Abstrakt:

The aim of the article is to indicate the possibility of using text analysis for the research of dynamics of the Polish capital market. The first part of the article notes the changes which took place within the data market in recent years and their impact on the discounting of information by stock market investors. The Information Effectiveness Hypothesis and the paradigm of behavioural finance are the basis of theoretical considerations. The second part presents the result of a study, the objective of which was to build an algorithm allowing the prediction of the WIG20 index rates of return based on text data. The test sample consisted of 901 papers published in the “Parkiet” magazine and 748 daily rates of return. The study was conducted using algorithms processing natural language and decision trees used for classification. The results of the study allowed an indication of a model in which the precision and accuracy indicators exceeded a score of 50%

Wydawca:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Miejsce wydania:

Wrocław

Data wydania:

2020

Typ zasobu:

artykuł

Identyfikator zasobu:

doi:10.15611/ie.2020.1.05 ; oai:dbc.wroc.pl:90559

Język:

eng

Powiązania:

Informatyka Ekonomiczna = Business Informatics, 2020, Nr 1 (55)

Prawa:

Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy

Prawa dostępu:

Dla wszystkich zgodnie z licencją

Licencja:

CC BY-SA 4.0

Lokalizacja oryginału:

Uniwersytet Ekonomiczny we Wrocławiu

Object collections:

Last modified:

11 cze 2022

In our library since:

8 gru 2020

Number of object content hits:

311

All available object's versions:

https://dbc.wroc.pl/publication/149475

Show description in RDF format:

RDF

Show description in OAI-PMH format:

OAI-PMH

Objects Similar

×

Citation

Citation style:

This page uses 'cookies'. More information