Demo of Concurrent Time Series and Textual Document Mining

Hong Kong is a world financial center. The development in her financial market is, therefore, a key factor to the success of the city. In the FEL, theoretical as well as practical financial issues, such as portfolio selection, financial risk assessment, asset liability management, stochastic control, pricing models and computational methods are studied. For this purpose, sophisticated and systematic methods based on state-of-the-art and state-of-the-practice technologies are used.

Here, one of the ongoing researchs would be demonstrated: Stock Trend Prediction System. The prediction is based soley on the content of the news articles. It incorperate both the newest time series mining and text mining technologies for prediction.

This ongoing project is developed in the Financial Engineering Laboratory (powered by Reuters) of the Department of Systems Engineering and Engineering Management at the Chinese University of Hong Kong. It is devoted to teaching and research on quantitative and qualitative analyses of financial markets using mathematical, statistical and computational models.

Click here to launch the demo.