Tagged ‘computational finance’

This article is the second of the Automated News Analysis series, regarding a particular problem I overlooked during my first try at news analysis.  The subject of this article is taking a dataset of news and price history, and attempting to assign sentiment to the news articles for which we know the price development.  The problem that we will explore in particular, is removing influences from other news articles near our target article in time. Read more…

As many of you are probably aware, I’ve been involved in varying degrees with a project on computational finance.  Originally called the DarwInvest project, I had intended to develop a Genetic Programming algorithm for making intelligent trades on price history data.  The projected ended up being encompassed by the development of my extensive GP library, Darwin, my proudest achievement in elegant code design.  Well, I’m back at it, and this time I’m trying to tackle the news! Read more…