Index
abnormal market conditions 320–321
attention-based buying 173–210
news analytics relation 149–172
accounting-related news 214–215, 221, 223
acquisitions 131–132, 145, 215, 303
active portfolio managers 19–20
Adaptive Market Hypothesis (AMH) 20
adjacency matrices 60
adjective–adverb phrase classifier 12, 57
ADRs (American depository receipts) 179
advertising 178
aggregation 130–131, 133, 153–158
risk management framework 317
AGG_SCORE 303
AI see artificial intelligence
classification 50–52, 54–59, 68–69
community detection 61–62, 67–68
confusion matrix 62
data mining 69
dictionary-based 57–58, 216–217
Media Sentiment® system 123
aliasing 324
alpha-generating signals 24, 149, 153, 309–310
alpha-generating strategies 20
American depository receipts (ADRs) 179
American Stock Exchange (ASE) 181–182, 195, 199–200, 204–205
AMH see Adaptive Market Hypothesis
see also revisions …
analytic data 312
announcements 249–250, 275, 292
see also earnings announcements; information
annualized units, risk 248
anticipatory behavior 249
Apple iPhone 115
Arbitrage ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access