IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9781800615212_0002.html
   My bibliography  Save this book chapter

Natural Language Processing and Stock Returns

In: Artificial Intelligence and Beyond for Finance

Author

Listed:
  • Manuela Pedio

Abstract

Natural language processing has become popular in many fields, including accounting and finance, due to the growing availability of textual and spoken data and the increase in computing power and storage capacity. In particular, textual analysis has been used in accounting and finance to read corporate disclosures, financial news articles, and social media posts. In this chapter, we summarize the main steps for a natural language processing project in the area of accounting and finance. Then, we specifically review the literature that has explored the predictive power of textual data from different sources for stock returns.

Suggested Citation

  • Manuela Pedio, 2024. "Natural Language Processing and Stock Returns," World Scientific Book Chapters, in: Marco Corazza & RenĂ© Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), Artificial Intelligence and Beyond for Finance, chapter 2, pages 73-102, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781800615212_0002
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9781800615212_0002
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9781800615212_0002
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Keywords

    Artificial Intelligence; Machine Learning; Deep Learning; Reinforcement Learning; Sentiment Analysis; Portfolio Management; Financial Forecasting;
    All these keywords.

    JEL classification:

    • C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9781800615212_0002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.