Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information

Xiaodong Li, Xiaodi Huang, Xiaotie Deng, Shanfeng Zhu. Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information. Neurocomputing, 142:228-238, 2014. [doi]

Abstract

Abstract is missing.