A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance

References

• Admati AR, Pfleiderer P (1988) Selling and trading on information in financial-markets. Amer. Econom. Rev. 78(2):96–103.Google Scholar
• Aggarwal RK, Wu G (2004) Stock market manipulation—theory and evidence. American Finance Assoc. Annual Meeting, San Diego, CA.Google Scholar
• Antweiler W, Frank MZ (2004) Is all that talk just noise? The information content of internet stock message boards. J. Finance 59(3):1259–1294.Crossref, Google Scholar
• Auer S, Bizer C, Lehmann J, Kobilarov G, Cyganiak R, Ives Z (2007) Dbpedia: A nucleus for a web of open data. Semantic Web: 6th Internat. Semantic Web Conf., Lecture Notes in Computer Science, Vol. 4825 (Springer, Berlin), 722–735.Crossref, Google Scholar
• Barberis N, Shleifer A, Vishny R (1998) A model of investor sentiment. J. Financial Econom. 49(3):307–343.Crossref, Google Scholar
• Bhogal J, Macfarlane A, Smith P (2007) A review of ontology based query expansion. Inform. Processing Management 43(4):866–886.Crossref, Google Scholar
• Brice P, Jiang W, Wan G (2011) A cluster-based context-tree model for multivariate data streams with applications to anomaly detection. INFORMS J. Comput. 23(3):364–376.Link, Google Scholar
• Chen CL, Tseng FSC, Liang T (2010) An integration of word net and fuzzy association rule mining for multi-label document clustering. Data Knowledge Engrg. 69(11):1208–1226.Crossref, Google Scholar
• Comerton-Forde C, Rydge J (2006) Market integrity and surveillance effort. J. Financial Servies Res. 29(2):149–172.Crossref, Google Scholar
• Cornell B, Sirri ER (1992) The reaction of investors and stock-prices to insider trading. J. Finance 47(3):1031–1059.Crossref, Google Scholar
• Curtis J, Cabral J, Baxter D (2006) On the application of the Cyc ontology to word sense disambiguation. Sutcliffe G, Goebel R, eds. Proc. 19th Internat. Florida Artificial Intelligence Res. Soc. Conf. (AAAI Press, Menlo Park, CA), 652–657.Google Scholar
• Das SR, Chen MY (2007) Yahoo! for Amazon: Sentiment extraction from small talk on the web. Management Sci. 53(9):1375–1388.Link, Google Scholar
• Davis E (1990) Representations of Commonsense Knowledge (Morgan Kaufmann, San Francisco, CA).Google Scholar
• Gabrilovich E, Markovitch S (2007) Harnessing the expertise of 70,000 human editors: Knowledge-based feature generation for text categorization. J. Machine Learn. Res. 8:2297–2345.Google Scholar
• Gidofalvi G (2001) Using news articles to predict stock price movements. Technical report, Department of Computer Science and Engineering, University of California, San Diego.Google Scholar
• Goldberg H, Kirkland J, Lee D, Shyr P, Thakker D (2003) The NASD securities observation, news analysis and regulation system. Conf. Innovative Appl. Artificial Intelligence, Acapulco, Mexico.Google Scholar
• Green T (2004) Economic news and the impact of trading on bond prices. J. Finance 59(3):1203–1234.Crossref, Google Scholar
• Gupta R, Ratinov L (2008) Text categorization with knowledge transfer from heterogeneous data sources. National Conf. Artificial Intelligence, Chicago, Illinois.Google Scholar
• Halliday M, Hassan R (1989) Language, Context, and Text: Aspects of Language in a Social-Semiotic Perspective (Oxford University Press, Oxford, UK).Google Scholar
• Hong H, Lim T, Stein JC (2000) Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies. J. Finance 55(1):265–295.Crossref, Google Scholar
• Hung CL, Wermter S, Smith P (2004) Hybrid neural document clustering using guided self-organization and wordnet. IEEE Intelligent Systems 19(2):68–77.Crossref, Google Scholar
• Järvelin K, Kekäläinen J, Niemi T (2001) Expansiontool: Concept-based query expansion and construction. Inform. Retrieval 4(3–4):231–255.Crossref, Google Scholar
• Kirkland JD, Senator TE, Hayden JJ, Dybala T, Goldberg HG, Shyr P (1999) The NASD regulation advanced-detection system (ADS). AI Magazine 20(1):55–67.Google Scholar
• Lenat DB, Guha RV (1989) Building Large Knowledge-Based Systems: Representation and Inference in the Cyc Project (Addison-Wesley Longman, Boston).Google Scholar
• Lucas HC (1993) Market expert surveillance system. Comm. ACM 36(12):27–34.Crossref, Google Scholar
• Mangkorntong P, Rabhi F (2009) A domain-driven approach for detecting event patterns in e-markets. World Wide Web 12(1):69–86.Crossref, Google Scholar
• Milosavljevic M, Delort J-Y, Hachey B, Arunasalam B, Radford W, Curran JR (2010) Automating financial surveillance. User Centric Media: First International Conference, UCMedia (Springer, Berlin), 305–311.Crossref, Google Scholar
• Mittermayer MA, Knolmayer GF (2006) Newscats: A news categorization and trading system. Internat. Conf. Data Mining, Hong Kong.Crossref, Google Scholar
• Ogut H, Doganay MM, Aktas R (2009) Detecting stock-price manipulation in an emerging market: The case of Turkey. Expert Systems with Appl. 36(9):11944–11949.Crossref, Google Scholar
• Palshikar GK, Apte MM (2008) Collusion set detection using graph clustering. Data Mining Knowledge Discovery 16(2):135–164.Crossref, Google Scholar
• Perfetti CA (1999) Comprehending written language: A blueprint of the reader. Brown C, Hagoort P, eds. The Neurocognition of Language Processing (Oxford University Press, Oxford, UK), 167–208.Google Scholar
• Pirrong C (2004) Detecting manipulation in futures markets: The ferruzzi soybean episode. Amer. Law Econom. Rev. 6(1):28–71.Crossref, Google Scholar
• Qu J, Qin W, Feng Y, Sai Y (2009) An outlier detection method based on voronoi diagram for financial surveillance. Internat. Workshop Intelligent Systems Appl. (IEEE, Wuhan, China), 1–4.Crossref, Google Scholar
• Rodier M (2011) Insider fraud: Watch out, your bank could be the next one to lose billions. InformationWeek, WallStreet and Technology. Accessed November 2012, http://www.wallstreetandtech.com/articles/231700249.Google Scholar
• Schumaker RP, Chen HC (2009) Textual analysis of stock market prediction using breaking financial news: The AZFinText system. ACM Trans. Inform. Systems 27(2):Article no. 12.Crossref, Google Scholar
• Selvaretnam B, Belkhatir M (2012) Natural language technology and query expansion: Issues, state-of-the-art and perspectives. J. Intelligent Inform. Systems 38(3):709–740.Crossref, Google Scholar
• Seo HC, Chung HJ, Rim HC, Myaeng SH, Kim SH (2004a) Unsupervised word sense disambiguation using wordnet relatives. Comput. Speech Language 18(3):253–273.Crossref, Google Scholar
• Seo YW, Giampapa JA, Sycara KP (2004b) Financial news analysis for intelligent portfolio management. Technical report CMU-RI-TR-04-04, Robotics Institute, Carnegie Mellon University, Pittsburgh, PA.Google Scholar
• Steinert-Threlkeld T (2011) Spending on surveillance systems to grow at double-digit rates. Securities Technology Monitor. Accessed March 2012, http://www.securitiestechnologymonitor.com/news/tabb-market-surveillance-systems-27153-1.html.Google Scholar
• Tetlock PC (2007) Giving content to investor sentiment: The role of media in the stock market. J. Finance 62(3):1139–1168.Crossref, Google Scholar
• Tetlock PC, Saar-Tsechansky M, Macskassy S (2008) More than words: Quantifying language to measure firms’ fundamentals. J. Finance 63(3):1437–1467.Crossref, Google Scholar
• Verhoeven L, Perfetti C (2008) Advances in text comprehension: Model, process and development. Appl. Cognitive Psych. 22(3):293–301.Crossref, Google Scholar
• Watts DJ (2002) A simple model of global cascades on random networks. PNAS 99(9):5766–5771.Crossref, Google Scholar
• Xu SX, Zhang X(M) (2013) Impact of Wikipedia on market information environment: Evidence on management disclosure and investor reaction. MIS Quart. 37(4):1043–1068.Crossref, Google Scholar
• Zheng HT, Kang BY, Kim HG (2009) Exploiting noun phrases and semantic relationships for text document clustering. Inform. Sci. 179(13):2249–2262.Crossref, Google Scholar