JUNQUÉ DE FORTUNY, Enric; DE SMEDT, Tom; MARTENS, David; … - Faculteit Toegepaste Economische Wetenschappen, … - 2012
The efficiënt market hypothesis and related theories claim that it is impossible to predict future stock prices. Even so, empirical research has countered this claim by achieving better than random prediction performance. Using a model built from a combination of text mining and time series...