The Siroker Brothers

Spring Research Report

This is a report of the research done over spring quarter of 2003. It describes my initial observations, tentative research plan, and goals for the summer. I have included some useful pieces of information from both computer science and economics papers. I have also incorporated several ideas drawn from discussions with my advisor, Chris Manning.

Contents

1. Problem Formulation
2. Defining the Prediction Task
    2.1. The Nature of Stock Prediction
    2.2. Techniques
3. Economics Considerations
    3.1. The Nature of Stock Prices
    3.2. The Efficient Market Hypothesis
    3.3. Traders Viewpoint
4. Practical to-do list
    4.1. Dataset
    4.2. Prediction Algorithm
    4.3. Extensions and ideas
5. References

My research project for this summer is to design an algorithm to do sentiment classification of financial news articles…

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