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Paperback Use of Machine Learning and Weak Supervision to Predict Stocks from Unlabeled Press Releases Book

ISBN: 1805254294

ISBN13: 9781805254294

Use of Machine Learning and Weak Supervision to Predict Stocks from Unlabeled Press Releases

This thesis examines the effect of press releases on the Nordic stock market. A weak supervision approach is utilized to estimate the short-term effect on stock re-turns given press releases of different categories. By utilizing the data programming framework as implemented in the Snorkel library, approximately 24% of all press releases are categorized into a set of 10 distinct categories. Further, a collection of machine learning...

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