Mining the web for the "voice of the herd" to track stock market bubbles

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IJCAI'11 Proceedings of the Twenty-Second international joint conference on Artificial Intelligence - Volume Volume Three, pp. 2244-2249, 2011.

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power-law analysispower-law distributionfinancial timeslanguage trackmarket movementMore(5+)

Abstract:

We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related articles (10M+ words) from the Financial Times, the New York Times, and the BBC, we show that week-to-wee...More

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