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Mining Business Relationships from Stocks and News

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Mining Data for Financial Applications (MIDAS 2019)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 11985))

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Abstract

In today’s modern society and global economy, decision making processes are increasingly supported by data. Especially in financial businesses it is essential to know about how the players in our global or national market are connected. In this work we compare different approaches for creating company relationship graphs. In our evaluation we see similarities in relationships extracted from Bloomberg and Reuters business news and correlations in historic stock market data.

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Notes

  1. 1.

    https://drive.google.com/drive/folders/0B3C8GEFwm08QY3AySmE2Z1daaUE.

  2. 2.

    https://www.reuters.com.

  3. 3.

    https://www.bloomberg.com.

  4. 4.

    https://spacy.io.

  5. 5.

    https://www.kaggle.com/dgawlik/nyse, https://nemozny.github.io/datasets/.

  6. 6.

    https://www.kaggle.com/lp187q/vix-index-until-jan-202018.

  7. 7.

    https://www.kaggle.com/benjibb/sp500-since-1950.

  8. 8.

    https://money.cnn.com/2011/08/08/markets/vix_fear_index/index.htm.

  9. 9.

    https://money.cnn.com/2015/08/24/investing/stocks-markets-selloff-china-crash-dow/index.html.

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Author information

Authors and Affiliations

  1. Hasso Plattner Institute, University of Potsdam, Potsdam, Germany

    Thomas Kellermeier, Tim Repke & Ralf Krestel

  2. University of Passau, Passau, Germany

    Ralf Krestel

Authors
  1. Thomas Kellermeier
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  2. Tim Repke
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  3. Ralf Krestel
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Corresponding author

Correspondence to Tim Repke .

Editor information

Editors and Affiliations

  1. UniCredit, Milan, Italy

    Valerio Bitetta

  2. UniCredit, Rome, Italy

    Ilaria Bordino

  3. UniCredit, Milan, Italy

    Andrea Ferretti

  4. UniCredit, Rome, Italy

    Francesco Gullo

  5. UniCredit, Milan, Italy

    Stefano Pascolutti

  6. ENEA Portici Research Center, Portici, Italy

    Giovanni Ponti

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Kellermeier, T., Repke, T., Krestel, R. (2020). Mining Business Relationships from Stocks and News. In: Bitetta, V., Bordino, I., Ferretti, A., Gullo, F., Pascolutti, S., Ponti, G. (eds) Mining Data for Financial Applications. MIDAS 2019. Lecture Notes in Computer Science(), vol 11985. Springer, Cham. https://doi.org/10.1007/978-3-030-37720-5_6

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  • DOI: https://doi.org/10.1007/978-3-030-37720-5_6

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-37719-9

  • Online ISBN: 978-3-030-37720-5

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